-66.4%
HUBS vs LYFT
-69.9%
+3.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.2% |
| 7D | -9.0% | -8.4% | -0.6% | -6.5% |
| 30D | +7.2% | -7.6% | +14.8% | +9.9% |
| 3M | +20.9% | +11.7% | +9.1% | +17.1% |
| 6M | -13.0% | +15.1% | -28.1% | -16.4% |
| YTD | -43.8% | -20.9% | -22.9% | -40.0% |
| 1Y | -54.6% | -16.4% | -38.3% | -53.0% |
| 3Y | -58.5% | +35.2% | -93.7% | -67.1% |
| All | -66.4% | -69.9% | +3.6% | -59.5% |
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 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