+3.8%
WBD vs LYFT
-82.5%
+86.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | -0.7% | -8.4% | +7.6% | +1.1% |
| 30D | +1.4% | -7.6% | +9.0% | +3.0% |
| 3M | +4.4% | +11.7% | -7.4% | +1.1% |
| 6M | +0.8% | +15.1% | -14.3% | -3.5% |
| YTD | -2.7% | -20.9% | +18.2% | +0.6% |
| 1Y | +73.4% | -16.4% | +89.8% | +74.7% |
| 3Y | +142.1% | +35.2% | +106.9% | +101.1% |
| 5Y | +7.2% | -69.4% | +76.6% | +12.1% |
| All | +3.8% | -82.5% | +86.2% | -12.3% |
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 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