+228.7%
HL vs LYFT
-69.9%
+298.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.6% |
| 7D | -4.4% | -8.4% | +4.0% | -2.9% |
| 30D | +9.3% | -7.6% | +16.9% | +10.9% |
| 3M | +32.0% | +11.7% | +20.2% | +28.9% |
| 6M | -6.4% | +15.1% | -21.5% | -9.3% |
| YTD | +3.1% | -20.9% | +24.0% | +6.7% |
| 1Y | +77.6% | -16.4% | +93.9% | +81.6% |
| 3Y | +392.8% | +35.2% | +357.6% | +345.7% |
| All | +228.7% | -69.9% | +298.6% | +208.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling