-70.4%
LYFT vs JHX
-27.7%
-42.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | -8.4% | -6.3% | -2.1% | -5.8% |
| 30D | -7.6% | -7.7% | +0.1% | -4.6% |
| 3M | +11.7% | +19.2% | -7.4% | +3.7% |
| 6M | +15.1% | +38.3% | -23.2% | -1.2% |
| YTD | -20.9% | +37.2% | -58.1% | -32.8% |
| 1Y | -16.4% | +42.3% | -58.7% | -31.4% |
| 3Y | +35.2% | -4.4% | +39.6% | +16.3% |
| All | -70.4% | -27.7% | -42.8% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling