+138.4%
HLT vs LYFT
-69.9%
+208.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | -1.6% | -8.4% | +6.8% | -0.4% |
| 30D | -5.0% | -7.6% | +2.6% | -4.0% |
| 3M | -10.4% | +11.7% | -22.1% | -12.3% |
| 6M | +3.2% | +15.1% | -11.9% | +0.3% |
| YTD | +6.7% | -20.9% | +27.7% | +9.3% |
| 1Y | +10.3% | -16.4% | +26.6% | +10.9% |
| 3Y | +99.3% | +35.2% | +64.1% | +73.0% |
| All | +138.4% | -69.9% | +208.4% | +171.0% |
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