-70.4%
LYFT vs AIG
+53.2%
-123.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -8.4% | -1.2% | -7.2% | -8.0% |
| 30D | -7.6% | -1.1% | -6.5% | -7.2% |
| 3M | +11.7% | +0.7% | +11.1% | +11.3% |
| 6M | +15.1% | -2.2% | +17.3% | +15.5% |
| YTD | -20.9% | -10.8% | -10.1% | -18.2% |
| 1Y | -16.4% | -2.0% | -14.4% | -17.7% |
| 3Y | +35.2% | +34.8% | +0.4% | +15.5% |
| All | -70.4% | +53.2% | -123.6% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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