-70.4%
LYFT vs FHN
+88.4%
-158.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -8.4% | -1.2% | -7.2% | -8.0% |
| 30D | -7.6% | -4.8% | -2.8% | -6.0% |
| 3M | +11.7% | -0.7% | +12.5% | +11.8% |
| 6M | +15.1% | +10.6% | +4.5% | +10.2% |
| YTD | -20.9% | +4.6% | -25.5% | -22.5% |
| 1Y | -16.4% | +11.4% | -27.7% | -20.4% |
| 3Y | +35.2% | +132.3% | -97.0% | +2.1% |
| All | -70.4% | +88.4% | -158.9% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 5y: compounded portfolio wealth divided by compounded FHN 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…
5y analysis · Full analysis span regression · 6 months rolling