+85.2%
HBAN vs LYFT
-82.5%
+167.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | -1.0% | -8.4% | +7.4% | +0.7% |
| 30D | -5.6% | -7.6% | +2.0% | -4.2% |
| 3M | -1.1% | +11.7% | -12.9% | -3.9% |
| 6M | +9.9% | +15.1% | -5.2% | +5.6% |
| YTD | -0.9% | -20.9% | +20.0% | +2.4% |
| 1Y | -1.4% | -16.4% | +15.0% | -0.3% |
| 3Y | +78.2% | +35.2% | +43.0% | +50.0% |
| 5Y | +37.0% | -69.4% | +106.4% | +50.4% |
| All | +85.2% | -82.5% | +167.7% | +70.7% |
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 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