+35.2%
LYFT vs ALC
-19.1%
+54.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -8.4% | -6.3% | -2.0% | -5.3% |
| 30D | -7.6% | -10.3% | +2.7% | -2.4% |
| 3M | +11.7% | -0.7% | +12.5% | +12.2% |
| 6M | +15.1% | -17.8% | +33.0% | +26.4% |
| YTD | -20.9% | -15.8% | -5.1% | -14.2% |
| 1Y | -16.4% | -16.7% | +0.3% | -9.0% |
| 3Y | +35.2% | -19.7% | +55.0% | +45.5% |
| All | +35.2% | -19.1% | +54.3% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling