+26.8%
LYFT vs ADVB
-89.8%
+116.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.5% | +9.5% | +1.9% |
| 7D | -8.4% | -12.3% | +3.9% | -8.5% |
| 30D | -7.6% | +7.8% | -15.4% | -7.5% |
| 3M | +11.7% | +104.2% | -92.5% | +10.6% |
| 6M | +15.1% | +58.1% | -43.0% | +13.6% |
| YTD | -20.9% | +40.2% | -61.1% | -21.9% |
| 1Y | -16.4% | -16.1% | -0.3% | -16.6% |
| All | +26.8% | -89.8% | +116.6% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling