+33.2%
W vs LYFT
+39.4%
-6.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +0.3% |
| 7D | -0.9% | -8.4% | +7.5% | +2.4% |
| 30D | -4.2% | -7.6% | +3.4% | -1.5% |
| 3M | +26.9% | +11.7% | +15.1% | +21.4% |
| 6M | +31.2% | +15.1% | +16.1% | +24.1% |
| YTD | -1.8% | -20.9% | +19.1% | +6.0% |
| 1Y | +9.3% | -16.4% | +25.7% | +12.8% |
| 3Y | +33.2% | +35.2% | -2.0% | -6.3% |
| All | +33.2% | +39.4% | -6.2% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling