-80.8%
LYFT vs ACGL
+214.0%
-294.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -13.1% | -3.6% | -9.4% | -11.3% |
| 30D | -14.4% | -2.1% | -12.3% | -13.4% |
| 3M | +12.2% | +5.4% | +6.8% | +8.6% |
| 6M | +13.4% | 0.0% | +13.3% | +12.4% |
| YTD | -22.5% | +0.3% | -22.7% | -23.9% |
| 1Y | -20.8% | +6.2% | -27.0% | -25.4% |
| 3Y | +38.8% | +30.9% | +7.9% | +8.3% |
| 5Y | -70.0% | +159.8% | -229.8% | -86.9% |
| All | -80.8% | +214.0% | -294.8% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling