-70.4%
LYFT vs HIG
+116.1%
-186.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -8.4% | -1.5% | -6.9% | -7.9% |
| 30D | -7.6% | -0.4% | -7.2% | -7.5% |
| 3M | +11.7% | +6.7% | +5.1% | +8.8% |
| 6M | +15.1% | +2.0% | +13.1% | +13.6% |
| YTD | -20.9% | +0.3% | -21.2% | -21.6% |
| 1Y | -16.4% | +4.2% | -20.6% | -18.6% |
| 3Y | +35.2% | +102.2% | -67.0% | -3.1% |
| All | -70.4% | +116.1% | -186.5% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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