+35.2%
LYFT vs INDA
+7.9%
+27.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +0.8% |
| 7D | -8.4% | -2.7% | -5.7% | -5.2% |
| 30D | -7.6% | -2.8% | -4.8% | -4.4% |
| 3M | +11.7% | +1.6% | +10.1% | +10.0% |
| 6M | +15.1% | -1.4% | +16.5% | +17.0% |
| YTD | -20.9% | -10.1% | -10.8% | -9.0% |
| 1Y | -16.4% | -8.8% | -7.6% | -6.2% |
| 3Y | +35.2% | +7.6% | +27.6% | -9.7% |
| All | +35.2% | +7.9% | +27.4% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling