-70.4%
LYFT vs ALLY
-4.7%
-65.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -8.4% | -3.8% | -4.6% | -6.0% |
| 30D | -7.6% | -4.9% | -2.7% | -4.6% |
| 3M | +11.7% | -2.6% | +14.3% | +13.5% |
| 6M | +15.1% | +15.7% | -0.6% | +3.3% |
| YTD | -20.9% | -5.2% | -15.8% | -19.3% |
| 1Y | -16.4% | +2.8% | -19.2% | -19.7% |
| 3Y | +35.2% | +63.4% | -28.2% | -8.9% |
| All | -70.4% | -4.7% | -65.8% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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