+9.6%
AGG vs LYFT
-82.5%
+92.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.1% |
| 7D | -1.1% | -8.4% | +7.3% | -0.9% |
| 30D | -1.1% | -7.6% | +6.5% | -1.1% |
| 3M | -1.9% | +11.7% | -13.7% | -2.1% |
| 6M | -1.7% | +15.1% | -16.8% | -1.9% |
| YTD | -1.3% | -20.9% | +19.6% | -1.1% |
| 1Y | -0.7% | -16.4% | +15.6% | -0.7% |
| 3Y | +12.5% | +35.2% | -22.7% | +11.2% |
| 5Y | -2.5% | -69.4% | +66.9% | -2.4% |
| All | +9.6% | -82.5% | +92.0% | +6.1% |
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