-58.5%
AAL vs LYFT
-82.5%
+24.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.6% |
| 7D | -0.9% | -8.4% | +7.5% | +1.8% |
| 30D | -12.9% | -7.6% | -5.3% | -10.8% |
| 3M | -11.2% | +11.7% | -22.9% | -14.7% |
| 6M | +17.8% | +15.1% | +2.7% | +11.6% |
| YTD | -15.1% | -20.9% | +5.8% | -9.8% |
| 1Y | +0.5% | -16.4% | +16.8% | +3.3% |
| 3Y | -7.7% | +35.2% | -42.9% | -29.7% |
| 5Y | -31.3% | -69.4% | +38.0% | -18.7% |
| All | -58.5% | -82.5% | +24.0% | -56.7% |
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