-77.3%
LYFT vs ALC
+16.1%
-93.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.5% |
| 7D | -8.4% | -6.3% | -2.0% | -4.2% |
| 30D | -7.6% | -10.3% | +2.7% | -0.5% |
| 3M | +11.7% | -0.7% | +12.5% | +12.1% |
| 6M | +15.1% | -17.8% | +33.0% | +29.8% |
| YTD | -20.9% | -15.8% | -5.1% | -12.4% |
| 1Y | -16.4% | -16.7% | +0.3% | -7.2% |
| 3Y | +35.2% | -19.7% | +55.0% | +47.7% |
| 5Y | -69.4% | -19.8% | -49.6% | -67.1% |
| All | -77.3% | +16.1% | -93.4% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling