-80.4%
LYFT vs LEN
+82.6%
-163.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +0.8% |
| 7D | -8.4% | -4.8% | -3.6% | -6.1% |
| 30D | -7.6% | -6.6% | -1.0% | -4.3% |
| 3M | +11.7% | -15.7% | +27.4% | +21.6% |
| 6M | +15.1% | -16.6% | +31.7% | +25.0% |
| YTD | -20.9% | -21.3% | +0.4% | -12.6% |
| 1Y | -16.4% | -42.0% | +25.7% | +7.8% |
| 3Y | +35.2% | -27.9% | +63.1% | +48.4% |
| 5Y | -69.4% | -10.7% | -58.7% | -71.1% |
| All | -80.4% | +82.6% | -163.1% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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