-33.6%
W vs LYFT
-82.5%
+48.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +0.3% |
| 7D | -0.9% | -8.4% | +7.5% | +2.6% |
| 30D | -4.2% | -7.6% | +3.4% | -1.3% |
| 3M | +26.9% | +11.7% | +15.1% | +21.0% |
| 6M | +31.2% | +15.1% | +16.1% | +23.5% |
| YTD | -1.8% | -20.9% | +19.1% | +7.2% |
| 1Y | +9.3% | -16.4% | +25.7% | +13.6% |
| 3Y | +33.2% | +35.2% | -2.0% | +0.6% |
| 5Y | -62.4% | -69.4% | +7.0% | -56.3% |
| All | -33.6% | -82.5% | +48.9% | -38.4% |
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