+35.2%
LYFT vs AG
+249.7%
-214.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.5% |
| 7D | -8.4% | -6.7% | -1.6% | -7.2% |
| 30D | -7.6% | +2.2% | -9.8% | -8.3% |
| 3M | +11.7% | +15.7% | -4.0% | +7.9% |
| 6M | +15.1% | -23.8% | +38.9% | +18.8% |
| YTD | -20.9% | +17.6% | -38.5% | -26.2% |
| 1Y | -16.4% | +88.6% | -105.0% | -30.3% |
| 3Y | +35.2% | +253.4% | -218.2% | -12.6% |
| All | +35.2% | +249.7% | -214.5% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling