-34.0%
BABA vs LYFT
-80.9%
+46.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.9% |
| 7D | -4.8% | -5.5% | +0.8% | -3.8% |
| 30D | -11.9% | +1.5% | -13.4% | -12.3% |
| 3M | -9.3% | +18.4% | -27.7% | -12.4% |
| 6M | -14.2% | +20.8% | -35.1% | -17.8% |
| YTD | -22.0% | -13.7% | -8.4% | -20.8% |
| 1Y | -12.7% | -0.4% | -12.3% | -14.3% |
| 3Y | +26.7% | +35.5% | -8.8% | +10.2% |
| 5Y | -29.3% | -65.3% | +36.0% | -28.0% |
| All | -34.0% | -80.9% | +46.8% | -34.6% |
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