+93.8%
HD vs LYFT
-82.5%
+176.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -3.8% | -8.4% | +4.5% | -2.8% |
| 30D | -9.4% | -7.6% | -1.8% | -8.6% |
| 3M | -4.6% | +11.7% | -16.3% | -6.1% |
| 6M | -10.1% | +15.1% | -25.2% | -12.1% |
| YTD | -8.3% | -20.9% | +12.6% | -6.4% |
| 1Y | -25.0% | -16.4% | -8.6% | -24.5% |
| 3Y | +1.5% | +35.2% | -33.7% | -9.0% |
| 5Y | +5.6% | -69.4% | +74.9% | +10.0% |
| All | +93.8% | -82.5% | +176.3% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling