-70.4%
LYFT vs ALK
-27.4%
-43.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.6% |
| 7D | -8.4% | -2.1% | -6.3% | -7.3% |
| 30D | -7.6% | -13.1% | +5.5% | -0.8% |
| 3M | +11.7% | -11.8% | +23.5% | +18.0% |
| 6M | +15.1% | -0.4% | +15.5% | +9.8% |
| YTD | -20.9% | -18.2% | -2.7% | -16.5% |
| 1Y | -16.4% | -35.5% | +19.2% | +0.7% |
| 3Y | +35.2% | +1.8% | +33.4% | +1.8% |
| All | -70.4% | -27.4% | -43.0% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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