-68.2%
LYFT vs ABCL
-81.9%
+13.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.4% | -4.8% | -7.5% |
| 7D | -14.1% | -2.7% | -11.4% | -13.6% |
| 30D | -13.7% | +18.3% | -32.0% | -17.3% |
| 3M | +7.4% | +108.5% | -101.1% | -11.3% |
| 6M | +8.3% | +213.9% | -205.6% | -19.6% |
| YTD | -23.1% | +223.1% | -246.2% | -43.9% |
| 1Y | -19.0% | +160.6% | -179.6% | -39.4% |
| 3Y | +37.7% | +104.3% | -66.5% | +0.7% |
| 5Y | -70.5% | -40.0% | -30.5% | -76.2% |
| All | -68.2% | -81.9% | +13.7% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling