-80.4%
LYFT vs ACM
+123.3%
-203.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.2% |
| 7D | -8.4% | -4.6% | -3.8% | -4.9% |
| 30D | -7.6% | +4.1% | -11.7% | -10.6% |
| 3M | +11.7% | -8.3% | +20.0% | +17.4% |
| 6M | +15.1% | -30.1% | +45.2% | +48.1% |
| YTD | -20.9% | -32.6% | +11.7% | +4.6% |
| 1Y | -16.4% | -49.6% | +33.2% | +38.6% |
| 3Y | +35.2% | -23.0% | +58.3% | +57.1% |
| 5Y | -69.4% | +2.0% | -71.3% | -72.3% |
| All | -80.4% | +123.3% | -203.8% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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