-9.5%
ICE vs LYFT
-19.5%
+10.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | -2.4% | -8.4% | +6.0% | -1.5% |
| 30D | +4.0% | -7.6% | +11.6% | +4.9% |
| 3M | +13.7% | +11.7% | +1.9% | +12.0% |
| 6M | +0.9% | +15.1% | -14.2% | -1.2% |
| YTD | -2.1% | -20.9% | +18.8% | -1.6% |
| 1Y | -9.5% | -16.4% | +6.9% | -9.0% |
| All | -9.5% | -19.5% | +10.0% | -9.0% |
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 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