+222.1%
LNG vs LYFT
-69.9%
+292.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | -4.7% | -8.4% | +3.7% | -4.4% |
| 30D | +3.8% | -7.6% | +11.4% | +4.0% |
| 3M | +16.2% | +11.7% | +4.4% | +15.6% |
| 6M | +11.7% | +15.1% | -3.4% | +10.9% |
| YTD | +44.2% | -20.9% | +65.1% | +45.0% |
| 1Y | +18.6% | -16.4% | +34.9% | +18.8% |
| 3Y | +77.4% | +35.2% | +42.2% | +72.5% |
| All | +222.1% | -69.9% | +292.0% | +232.0% |
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