-70.4%
LYFT vs ALB
-48.5%
-22.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +3.1% |
| 7D | -8.4% | -6.6% | -1.7% | -6.4% |
| 30D | -7.6% | -8.1% | +0.5% | -5.3% |
| 3M | +11.7% | -25.7% | +37.4% | +21.7% |
| 6M | +15.1% | -29.5% | +44.6% | +25.1% |
| YTD | -20.9% | -16.2% | -4.7% | -20.2% |
| 1Y | -16.4% | +59.2% | -75.6% | -34.2% |
| 3Y | +35.2% | -33.7% | +69.0% | +34.4% |
| All | -70.4% | -48.5% | -22.0% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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