-80.4%
LYFT vs AFL
+174.5%
-254.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.5% |
| 7D | -8.4% | -1.6% | -6.7% | -7.2% |
| 30D | -7.6% | -4.0% | -3.6% | -4.8% |
| 3M | +11.7% | -0.5% | +12.2% | +11.5% |
| 6M | +15.1% | +6.5% | +8.6% | +8.3% |
| YTD | -20.9% | +6.2% | -27.1% | -25.7% |
| 1Y | -16.4% | +8.3% | -24.7% | -22.9% |
| 3Y | +35.2% | +62.5% | -27.3% | -14.7% |
| 5Y | -69.4% | +136.2% | -205.5% | -86.6% |
| All | -80.4% | +174.5% | -254.9% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling