-80.4%
LYFT vs LH
+152.9%
-233.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.1% |
| 7D | -8.4% | -4.7% | -3.7% | -5.9% |
| 30D | -7.6% | -3.5% | -4.1% | -5.7% |
| 3M | +11.7% | +17.7% | -6.0% | +1.5% |
| 6M | +15.1% | +15.8% | -0.7% | +5.2% |
| YTD | -20.9% | +25.1% | -46.0% | -31.2% |
| 1Y | -16.4% | +12.5% | -28.9% | -23.0% |
| 3Y | +35.2% | +59.8% | -24.5% | -1.2% |
| 5Y | -69.4% | +27.1% | -96.4% | -75.1% |
| All | -80.4% | +152.9% | -233.3% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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