+118.9%
IJH vs LYFT
-82.5%
+201.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | -1.9% | -8.4% | +6.5% | -0.5% |
| 30D | -4.6% | -7.6% | +3.0% | -3.5% |
| 3M | -1.2% | +11.7% | -12.9% | -3.4% |
| 6M | +9.4% | +15.1% | -5.7% | +6.1% |
| YTD | +13.3% | -20.9% | +34.2% | +16.4% |
| 1Y | +13.4% | -16.4% | +29.8% | +14.3% |
| 3Y | +50.4% | +35.2% | +15.2% | +30.7% |
| 5Y | +49.0% | -69.4% | +118.3% | +59.1% |
| All | +118.9% | -82.5% | +201.4% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling