+328.0%
LNG vs LYFT
-82.5%
+410.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | -4.7% | -8.4% | +3.7% | -3.9% |
| 30D | +3.8% | -7.6% | +11.4% | +4.5% |
| 3M | +16.2% | +11.7% | +4.4% | +14.4% |
| 6M | +11.7% | +15.1% | -3.4% | +9.4% |
| YTD | +44.2% | -20.9% | +65.1% | +46.2% |
| 1Y | +18.6% | -16.4% | +34.9% | +18.9% |
| 3Y | +77.4% | +35.2% | +42.2% | +61.2% |
| 5Y | +232.3% | -69.4% | +301.6% | +253.8% |
| All | +328.0% | -82.5% | +410.4% | +297.0% |
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 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