-39.8%
BABA vs LYFT
-68.0%
+28.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -13.8% | -0.6% | -13.1% | -13.6% |
| 30D | -15.1% | +3.0% | -18.1% | -15.8% |
| 3M | -22.7% | -0.9% | -21.9% | -22.9% |
| 6M | -34.7% | +24.1% | -58.8% | -38.2% |
| YTD | -35.0% | -12.3% | -22.7% | -34.2% |
| 1Y | -40.4% | -28.7% | -11.8% | -37.1% |
| 3Y | +21.9% | +73.8% | -51.9% | -3.0% |
| All | -39.8% | -68.0% | +28.2% | -18.9% |
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 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