+22.0%
USB vs LYFT
-68.3%
+90.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | 0.0% |
| 7D | 0.0% | +5.8% | -5.8% | -0.7% |
| 30D | +5.8% | +9.6% | -3.7% | +4.6% |
| 3M | -6.0% | +4.8% | -10.8% | -6.8% |
| 6M | +7.8% | +20.1% | -12.3% | +4.8% |
| YTD | +14.6% | -11.8% | +26.4% | +15.2% |
| 1Y | +31.8% | -19.6% | +51.4% | +33.6% |
| 3Y | +91.5% | +62.3% | +29.2% | +71.8% |
| All | +22.0% | -68.3% | +90.4% | +32.7% |
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