-80.4%
LYFT vs ALM
+965.7%
-1,046.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +2.4% |
| 7D | -8.4% | -11.8% | +3.5% | -7.8% |
| 30D | -7.6% | +7.8% | -15.4% | -8.2% |
| 3M | +11.7% | -9.3% | +21.0% | +11.7% |
| 6M | +15.1% | -30.5% | +45.6% | +15.9% |
| YTD | -20.9% | +75.8% | -96.7% | -25.2% |
| 1Y | -16.4% | +241.2% | -257.6% | -24.5% |
| 3Y | +35.2% | +1,872.6% | -1,837.4% | +3.4% |
| 5Y | -69.4% | +849.6% | -918.9% | -75.5% |
| All | -80.4% | +965.7% | -1,046.1% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling