-76.3%
LYFT vs ALHC
-33.8%
-42.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | -8.4% | -6.9% | -1.5% | -7.2% |
| 30D | -7.6% | -6.7% | -0.9% | -6.5% |
| 3M | +11.7% | -37.7% | +49.4% | +19.7% |
| 6M | +15.1% | -30.0% | +45.1% | +18.6% |
| YTD | -20.9% | -36.2% | +15.2% | -17.2% |
| 1Y | -16.4% | -22.9% | +6.5% | -16.0% |
| 3Y | +35.2% | +138.4% | -103.2% | -6.9% |
| 5Y | -69.4% | -32.8% | -36.6% | -74.0% |
| All | -76.3% | -33.8% | -42.4% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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