-81.0%
LYFT vs ALK
-25.6%
-55.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.3% | -7.7% |
| 7D | -14.1% | -3.0% | -11.2% | -12.6% |
| 30D | -13.7% | -14.6% | +0.9% | -5.6% |
| 3M | +7.4% | -10.6% | +18.0% | +12.5% |
| 6M | +8.3% | -6.7% | +15.0% | +6.9% |
| YTD | -23.1% | -19.8% | -3.3% | -18.0% |
| 1Y | -19.0% | -35.2% | +16.2% | -2.9% |
| 3Y | +37.7% | +1.4% | +36.3% | +9.2% |
| 5Y | -70.5% | -30.7% | -39.8% | -69.2% |
| All | -81.0% | -25.6% | -55.4% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling