-76.7%
LYFT vs ALHC
-33.0%
-43.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -13.1% | -5.8% | -7.3% | -12.1% |
| 30D | -14.4% | -3.3% | -11.0% | -13.9% |
| 3M | +12.2% | -37.9% | +50.1% | +20.3% |
| 6M | +13.4% | -29.5% | +42.9% | +16.6% |
| YTD | -22.5% | -35.4% | +12.9% | -19.0% |
| 1Y | -20.8% | -22.4% | +1.7% | -20.5% |
| 3Y | +38.8% | +146.3% | -107.5% | -5.1% |
| 5Y | -70.0% | -32.0% | -38.0% | -74.5% |
| All | -76.7% | -33.0% | -43.7% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling