-80.8%
LYFT vs AVAV
+113.3%
-194.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.6% | -0.4% |
| 7D | -13.1% | -0.1% | -13.0% | -13.0% |
| 30D | -14.4% | -25.0% | +10.6% | -7.5% |
| 3M | +12.2% | -15.0% | +27.1% | +14.6% |
| 6M | +13.4% | -33.6% | +47.0% | +22.3% |
| YTD | -22.5% | -39.2% | +16.7% | -16.8% |
| 1Y | -20.8% | -40.5% | +19.7% | -15.8% |
| 3Y | +38.8% | +29.6% | +9.2% | +4.4% |
| 5Y | -70.0% | +56.7% | -126.7% | -80.6% |
| All | -80.8% | +113.3% | -194.1% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling