+36.5%
USB vs LYFT
-6.2%
+42.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.4% | -10.5% | +0.6% |
| 7D | +2.4% | +14.7% | -12.3% | +0.9% |
| 30D | +6.6% | +19.1% | -12.6% | +4.6% |
| 3M | -4.1% | +12.0% | -16.1% | -5.4% |
| 6M | +12.5% | +33.3% | -20.8% | +8.9% |
| YTD | +17.6% | -3.3% | +20.9% | +16.0% |
| 1Y | +36.5% | -3.5% | +40.0% | +32.8% |
| All | +36.5% | -6.2% | +42.7% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling