-80.4%
LYFT vs JHX
+135.1%
-215.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.5% |
| 7D | -8.4% | -6.3% | -2.1% | -5.4% |
| 30D | -7.6% | -7.7% | +0.1% | -4.0% |
| 3M | +11.7% | +19.2% | -7.4% | +2.2% |
| 6M | +15.1% | +38.3% | -23.2% | -4.2% |
| YTD | -20.9% | +37.2% | -58.1% | -34.9% |
| 1Y | -16.4% | +42.3% | -58.7% | -34.0% |
| 3Y | +35.2% | -4.4% | +39.6% | +14.4% |
| 5Y | -69.4% | -26.4% | -43.0% | -70.1% |
| All | -80.4% | +135.1% | -215.6% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 10y: compounded portfolio wealth divided by compounded JHX 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…
10y analysis · Full analysis span regression · 6 months rolling