+42.1%
HAL vs LYFT
-82.5%
+124.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.1% |
| 7D | -3.3% | -8.4% | +5.1% | -1.6% |
| 30D | +8.2% | -7.6% | +15.8% | +9.7% |
| 3M | -9.4% | +11.7% | -21.2% | -12.3% |
| 6M | +0.6% | +15.1% | -14.5% | -3.6% |
| YTD | +28.6% | -20.9% | +49.5% | +32.3% |
| 1Y | +63.9% | -16.4% | +80.3% | +64.6% |
| 3Y | -7.1% | +35.2% | -42.3% | -24.7% |
| 5Y | +102.3% | -69.4% | +171.7% | +126.5% |
| All | +42.1% | -82.5% | +124.6% | +20.4% |
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