+72.3%
USB vs LYFT
-80.6%
+152.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.5% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | +8.4% | +3.0% | +5.4% | +7.6% |
| 3M | -5.5% | -0.9% | -4.7% | -5.7% |
| 6M | +17.7% | +24.1% | -6.4% | +12.3% |
| YTD | +17.6% | -12.3% | +29.9% | +18.5% |
| 1Y | +33.9% | -28.7% | +62.5% | +39.6% |
| 3Y | +103.8% | +73.8% | +30.0% | +68.1% |
| 5Y | +25.6% | -67.9% | +93.5% | +36.0% |
| All | +72.3% | -80.6% | +152.9% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling