+33.9%
USB vs LYFT
-30.6%
+64.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.6% |
| 7D | +2.6% | -0.6% | +3.2% | +2.6% |
| 30D | +8.4% | +3.0% | +5.4% | +8.0% |
| 3M | -5.5% | -0.9% | -4.7% | -5.6% |
| 6M | +17.7% | +24.1% | -6.4% | +14.7% |
| YTD | +17.6% | -12.3% | +29.9% | +17.2% |
| 1Y | +33.9% | -28.7% | +62.5% | +34.8% |
| All | +33.9% | -30.6% | +64.5% | +34.8% |
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