+94.9%
HD vs LYFT
-82.9%
+177.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.2% | 0.0% |
| 7D | -1.8% | -14.1% | +12.3% | +0.1% |
| 30D | -10.8% | -13.7% | +2.8% | -9.2% |
| 3M | -2.7% | +7.4% | -10.1% | -3.7% |
| 6M | -10.3% | +8.3% | -18.6% | -11.6% |
| YTD | -7.8% | -23.1% | +15.3% | -5.5% |
| 1Y | -23.1% | -19.0% | -4.2% | -22.4% |
| 3Y | +2.0% | +37.7% | -35.7% | -8.9% |
| 5Y | +6.2% | -70.5% | +76.7% | +11.3% |
| All | +94.9% | -82.9% | +177.8% | +71.4% |
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