+35.2%
LYFT vs AVAV
+29.6%
+5.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -8.4% | +1.4% | -9.8% | -8.6% |
| 30D | -7.6% | -24.3% | +16.7% | -2.5% |
| 3M | +11.7% | -20.1% | +31.9% | +15.5% |
| 6M | +15.1% | -29.4% | +44.5% | +20.8% |
| YTD | -20.9% | -39.3% | +18.4% | -16.4% |
| 1Y | -16.4% | -39.3% | +23.0% | -12.8% |
| 3Y | +35.2% | +29.5% | +5.8% | +9.8% |
| All | +35.2% | +29.6% | +5.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 3y: compounded portfolio wealth divided by compounded AVAV 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…
3y analysis · Full analysis span regression · 6 months rolling