-21.6%
USAR vs LYFT
+9.4%
-31.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.4% |
| 7D | -9.3% | -13.1% | +3.8% | -3.2% |
| 30D | -15.2% | -14.4% | -0.8% | -8.9% |
| 3M | -21.1% | +12.2% | -33.3% | -25.7% |
| 6M | -21.6% | +13.4% | -34.9% | -29.1% |
| All | -21.6% | +9.4% | -31.0% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling