+40.4%
USB vs LYFT
-67.8%
+108.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.0% |
| 7D | +2.1% | -3.2% | +5.3% | +2.5% |
| 30D | -2.3% | -7.0% | +4.7% | -1.5% |
| 3M | +13.9% | +15.8% | -2.0% | +11.5% |
| 6M | +21.6% | +22.6% | -1.0% | +17.9% |
| YTD | +19.3% | -16.2% | +35.5% | +20.9% |
| 1Y | +33.6% | -8.3% | +41.9% | +33.0% |
| 3Y | +97.7% | +50.1% | +47.6% | +78.4% |
| 5Y | +40.4% | -67.4% | +107.8% | +46.2% |
| All | +40.4% | -67.8% | +108.3% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling