-29.8%
BABA vs LYFT
-69.9%
+40.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | -3.5% | -8.4% | +4.9% | -1.7% |
| 30D | -12.7% | -7.6% | -5.1% | -11.4% |
| 3M | -3.0% | +11.7% | -14.8% | -5.7% |
| 6M | -19.1% | +15.1% | -34.2% | -22.1% |
| YTD | -24.7% | -20.9% | -3.8% | -22.0% |
| 1Y | -29.0% | -16.4% | -12.7% | -27.8% |
| 3Y | +30.9% | +35.2% | -4.3% | +10.7% |
| All | -29.8% | -69.9% | +40.1% | -18.7% |
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