+166.1%
ALNY vs LYFT
-82.5%
+248.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -6.5% | -8.4% | +1.8% | -5.5% |
| 30D | +11.0% | -7.6% | +18.6% | +12.1% |
| 3M | -14.1% | +11.7% | -25.8% | -15.5% |
| 6M | -22.4% | +15.1% | -37.5% | -24.1% |
| YTD | -37.5% | -20.9% | -16.6% | -36.1% |
| 1Y | -46.9% | -16.4% | -30.6% | -46.5% |
| 3Y | +22.1% | +35.2% | -13.1% | +8.9% |
| 5Y | +31.2% | -69.4% | +100.6% | +32.9% |
| All | +166.1% | -82.5% | +248.6% | +172.0% |
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