+25.0%
HL vs LYFT
-6.2%
+31.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +12.4% | +0.8% | +7.8% |
| 7D | +0.2% | +14.7% | -14.5% | -5.3% |
| 30D | -12.1% | +19.1% | -31.2% | -18.5% |
| 3M | -2.8% | +12.0% | -14.9% | -8.0% |
| 6M | -14.9% | +33.3% | -48.2% | -26.2% |
| YTD | -22.0% | -3.3% | -18.8% | -20.0% |
| 1Y | +25.0% | -3.5% | +28.5% | +24.5% |
| All | +25.0% | -6.2% | +31.2% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling