+345.6%
APH vs LYFT
-70.7%
+416.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -2.2% | -13.1% | +10.9% | -0.4% |
| 30D | -4.0% | -14.4% | +10.3% | -2.2% |
| 3M | +7.7% | +12.2% | -4.5% | +5.5% |
| 6M | +17.8% | +13.4% | +4.4% | +15.0% |
| YTD | +19.2% | -22.5% | +41.6% | +22.1% |
| 1Y | +35.7% | -20.8% | +56.5% | +37.8% |
| 3Y | +282.9% | +38.8% | +244.1% | +245.1% |
| 5Y | +345.6% | -70.0% | +415.6% | +359.5% |
| All | +345.6% | -70.7% | +416.3% | +359.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling