+15.9%
ABNB vs LYFT
-67.8%
+83.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -9.5% | -13.1% | +3.6% | -5.7% |
| 30D | -9.4% | -14.4% | +5.0% | -5.2% |
| 3M | +29.9% | +12.2% | +17.7% | +25.7% |
| 6M | +26.6% | +13.4% | +13.2% | +21.8% |
| YTD | +23.5% | -22.5% | +46.0% | +31.5% |
| 1Y | +35.8% | -20.8% | +56.6% | +41.1% |
| 3Y | +15.0% | +38.8% | -23.8% | -10.1% |
| 5Y | +1.5% | -70.0% | +71.4% | +25.6% |
| All | +15.9% | -67.8% | +83.7% | +49.3% |
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