-80.4%
LYFT vs FHN
+129.0%
-209.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -8.4% | -1.2% | -7.2% | -7.8% |
| 30D | -7.6% | -4.8% | -2.8% | -5.3% |
| 3M | +11.7% | -0.7% | +12.5% | +11.8% |
| 6M | +15.1% | +10.6% | +4.5% | +8.3% |
| YTD | -20.9% | +4.6% | -25.5% | -23.3% |
| 1Y | -16.4% | +11.4% | -27.7% | -22.2% |
| 3Y | +35.2% | +132.3% | -97.0% | -15.3% |
| 5Y | -69.4% | +90.2% | -159.5% | -81.6% |
| All | -80.4% | +129.0% | -209.4% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling