+22.5%
UPS vs LYFT
-82.5%
+105.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.1% |
| 7D | -2.0% | -8.4% | +6.4% | -1.2% |
| 30D | -2.0% | -7.6% | +5.6% | -1.3% |
| 3M | -6.2% | +11.7% | -18.0% | -7.4% |
| 6M | +2.8% | +15.1% | -12.3% | +1.1% |
| YTD | +5.9% | -20.9% | +26.8% | +7.6% |
| 1Y | +26.2% | -16.4% | +42.6% | +26.9% |
| 3Y | -26.0% | +35.2% | -61.2% | -31.6% |
| 5Y | -34.3% | -69.4% | +35.1% | -33.7% |
| All | +22.5% | -82.5% | +105.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYFT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling