+35.2%
LYFT vs ACGL
+30.3%
+4.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -2.0% | -6.3% | -8.2% |
| 30D | -7.6% | -1.2% | -6.4% | -7.5% |
| 3M | +11.7% | +5.4% | +6.3% | +11.4% |
| 6M | +15.1% | +1.4% | +13.8% | +15.1% |
| YTD | -20.9% | +0.2% | -21.1% | -21.0% |
| 1Y | -16.4% | +4.1% | -20.5% | -17.0% |
| 3Y | +35.2% | +28.2% | +7.0% | +33.3% |
| All | +35.2% | +30.3% | +4.9% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling