+32.6%
USB vs LYFT
-24.1%
+56.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | +1.4% | +2.1% | -0.7% | +1.2% |
| 30D | +6.4% | +4.9% | +1.5% | +5.8% |
| 3M | -4.5% | -1.4% | -3.1% | -4.6% |
| 6M | +11.4% | +18.6% | -7.2% | +9.2% |
| YTD | +17.1% | -12.1% | +29.2% | +16.9% |
| 1Y | +32.6% | -28.2% | +60.8% | +35.2% |
| All | +32.6% | -24.1% | +56.6% | +35.2% |
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