-80.4%
LYFT vs IAG
+473.9%
-554.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -8.4% | -1.1% | -7.3% | -8.2% |
| 30D | -7.6% | +12.1% | -19.7% | -9.7% |
| 3M | +11.7% | +25.5% | -13.8% | +6.4% |
| 6M | +15.1% | -7.1% | +22.2% | +14.8% |
| YTD | -20.9% | +22.9% | -43.8% | -26.0% |
| 1Y | -16.4% | +83.3% | -99.7% | -27.8% |
| 3Y | +35.2% | +808.5% | -773.3% | -17.6% |
| 5Y | -69.4% | +838.0% | -907.3% | -81.9% |
| All | -80.4% | +473.9% | -554.4% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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