+3.2%
AA vs LYFT
-69.9%
+73.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.5% |
| 7D | -3.4% | -8.4% | +5.0% | -1.6% |
| 30D | -5.8% | -7.6% | +1.8% | -4.3% |
| 3M | -29.9% | +11.7% | -41.6% | -32.0% |
| 6M | -27.0% | +15.1% | -42.1% | -29.9% |
| YTD | -8.7% | -20.9% | +12.2% | -5.2% |
| 1Y | +50.6% | -16.4% | +67.0% | +53.6% |
| 3Y | +74.1% | +35.2% | +38.9% | +50.7% |
| All | +3.2% | -69.9% | +73.1% | -1.0% |
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