-80.4%
LYFT vs HDB
-11.5%
-68.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.9% | -4.9% | -1.7% |
| 7D | -8.4% | +0.7% | -9.1% | -8.7% |
| 30D | -7.6% | +1.0% | -8.6% | -8.1% |
| 3M | +11.7% | -2.0% | +13.7% | +12.2% |
| 6M | +15.1% | -18.1% | +33.2% | +26.7% |
| YTD | -20.9% | -36.1% | +15.2% | -0.2% |
| 1Y | -16.4% | -34.0% | +17.7% | +3.3% |
| 3Y | +35.2% | -26.7% | +61.9% | +53.1% |
| 5Y | -69.4% | -33.9% | -35.5% | -63.9% |
| All | -80.4% | -11.5% | -68.9% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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