+384.5%
ALAB vs LYFT
-18.0%
+402.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.3% | +12.3% | +7.2% |
| 7D | +9.6% | -14.1% | +23.8% | +15.9% |
| 30D | -5.3% | -13.7% | +8.4% | -0.6% |
| 3M | -12.0% | +7.4% | -19.5% | -15.8% |
| 6M | +145.7% | +8.3% | +137.4% | +132.7% |
| YTD | +80.7% | -23.1% | +103.7% | +96.3% |
| 1Y | +40.1% | -19.0% | +59.1% | +47.4% |
| All | +384.5% | -18.0% | +402.5% | +309.9% |
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 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