-70.4%
LYFT vs AFL
+133.8%
-204.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -8.4% | -1.6% | -6.7% | -7.7% |
| 30D | -7.6% | -4.0% | -3.6% | -6.0% |
| 3M | +11.7% | -0.5% | +12.2% | +11.6% |
| 6M | +15.1% | +6.5% | +8.6% | +10.9% |
| YTD | -20.9% | +6.2% | -27.1% | -23.9% |
| 1Y | -16.4% | +8.3% | -24.7% | -20.4% |
| 3Y | +35.2% | +62.5% | -27.3% | -0.1% |
| All | -70.4% | +133.8% | -204.3% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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