-70.4%
LYFT vs ABCL
-42.5%
-28.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +0.9% |
| 7D | -8.4% | -4.7% | -3.6% | -7.2% |
| 30D | -7.6% | +5.2% | -12.8% | -9.6% |
| 3M | +11.7% | +106.6% | -94.9% | -12.1% |
| 6M | +15.1% | +198.4% | -183.3% | -20.2% |
| YTD | -20.9% | +218.4% | -239.3% | -47.1% |
| 1Y | -16.4% | +136.2% | -152.6% | -40.6% |
| 3Y | +35.2% | +103.2% | -68.0% | -8.8% |
| All | -70.4% | -42.5% | -28.0% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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