-80.8%
LYFT vs ALLY
+92.9%
-173.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | -13.1% | -3.3% | -9.8% | -11.1% |
| 30D | -14.4% | -4.1% | -10.3% | -12.1% |
| 3M | +12.2% | +1.4% | +10.8% | +11.0% |
| 6M | +13.4% | +14.4% | -1.0% | +2.4% |
| YTD | -22.5% | -4.9% | -17.5% | -21.0% |
| 1Y | -20.8% | +5.5% | -26.3% | -25.4% |
| 3Y | +38.8% | +66.0% | -27.2% | -6.8% |
| 5Y | -70.0% | -2.4% | -67.6% | -72.4% |
| All | -80.8% | +92.9% | -173.7% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling