-70.4%
LYFT vs ALC
-20.7%
-49.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.5% |
| 7D | -8.4% | -6.3% | -2.0% | -4.5% |
| 30D | -7.6% | -10.3% | +2.7% | -1.1% |
| 3M | +11.7% | -0.7% | +12.5% | +12.1% |
| 6M | +15.1% | -17.8% | +33.0% | +28.8% |
| YTD | -20.9% | -15.8% | -5.1% | -12.9% |
| 1Y | -16.4% | -16.7% | +0.3% | -7.8% |
| 3Y | +35.2% | -19.7% | +55.0% | +45.8% |
| All | -70.4% | -20.7% | -49.8% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling