-80.4%
LYFT vs ACGL
+213.6%
-294.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -8.4% | -2.0% | -6.3% | -7.3% |
| 30D | -7.6% | -1.2% | -6.4% | -7.0% |
| 3M | +11.7% | +5.4% | +6.3% | +8.2% |
| 6M | +15.1% | +1.4% | +13.8% | +13.3% |
| YTD | -20.9% | +0.2% | -21.1% | -22.3% |
| 1Y | -16.4% | +4.1% | -20.5% | -20.3% |
| 3Y | +35.2% | +28.2% | +7.0% | +7.0% |
| 5Y | -69.4% | +159.5% | -228.9% | -86.6% |
| All | -80.4% | +213.6% | -294.1% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling