-80.4%
LYFT vs HUBB
+346.8%
-427.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +0.9% |
| 7D | -8.4% | -0.1% | -8.3% | -8.3% |
| 30D | -7.6% | -10.0% | +2.4% | -1.5% |
| 3M | +11.7% | -1.6% | +13.3% | +11.2% |
| 6M | +15.1% | -3.1% | +18.2% | +13.6% |
| YTD | -20.9% | +4.6% | -25.5% | -26.2% |
| 1Y | -16.4% | +3.3% | -19.7% | -21.9% |
| 3Y | +35.2% | +46.6% | -11.4% | -4.7% |
| 5Y | -69.4% | +158.7% | -228.0% | -86.6% |
| All | -80.4% | +346.8% | -427.2% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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