-34.4%
W vs LYFT
-82.8%
+48.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +0.5% | -13.1% | +13.6% | +6.3% |
| 30D | -5.6% | -14.4% | +8.8% | +0.4% |
| 3M | +41.9% | +12.2% | +29.7% | +35.2% |
| 6M | +30.2% | +13.4% | +16.9% | +23.3% |
| YTD | -2.9% | -22.5% | +19.5% | +6.9% |
| 1Y | +11.6% | -20.8% | +32.4% | +18.6% |
| 3Y | +37.0% | +38.8% | -1.9% | +2.3% |
| 5Y | -62.8% | -70.0% | +7.1% | -56.4% |
| All | -34.4% | -82.8% | +48.4% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling