+369.5%
ALAB vs LYFT
-15.7%
+385.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.6% |
| 7D | -6.2% | -8.4% | +2.2% | -3.2% |
| 30D | -8.7% | -7.6% | -1.1% | -6.5% |
| 3M | -20.7% | +11.7% | -32.5% | -25.4% |
| 6M | +133.5% | +15.1% | +118.4% | +115.7% |
| YTD | +75.1% | -20.9% | +96.0% | +88.2% |
| 1Y | +25.0% | -16.4% | +41.4% | +29.9% |
| All | +369.5% | -15.7% | +385.2% | +292.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling