-80.8%
LYFT vs ALM
+1,040.0%
-1,120.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.4% | +1.4% |
| 7D | -13.1% | -7.1% | -6.0% | -12.7% |
| 30D | -14.4% | +24.7% | -39.0% | -15.6% |
| 3M | +12.2% | +8.3% | +3.9% | +10.9% |
| 6M | +13.4% | -22.2% | +35.5% | +13.4% |
| YTD | -22.5% | +88.1% | -110.5% | -26.9% |
| 1Y | -20.8% | +272.4% | -293.1% | -28.8% |
| 3Y | +38.8% | +2,004.1% | -1,965.3% | +5.8% |
| 5Y | -70.0% | +915.8% | -985.8% | -76.0% |
| All | -80.8% | +1,040.0% | -1,120.8% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling