+223.3%
HOOD vs LYFT
-72.3%
+295.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.4% |
| 7D | -7.8% | -8.4% | +0.6% | -4.9% |
| 30D | +18.6% | -7.6% | +26.2% | +21.8% |
| 3M | +22.1% | +11.7% | +10.3% | +16.5% |
| 6M | +43.1% | +15.1% | +28.0% | +34.7% |
| YTD | -0.5% | -20.9% | +20.4% | +7.0% |
| 1Y | -4.4% | -16.4% | +12.0% | -0.3% |
| 3Y | +938.5% | +35.2% | +903.3% | +738.9% |
| 5Y | +173.4% | -69.4% | +242.8% | +143.8% |
| All | +223.3% | -72.3% | +295.6% | +129.3% |
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