-80.4%
LYFT vs LII
+50.6%
-131.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.9% |
| 7D | -8.4% | -6.3% | -2.1% | -5.1% |
| 30D | -7.6% | -13.0% | +5.4% | -0.5% |
| 3M | +11.7% | -29.0% | +40.8% | +30.7% |
| 6M | +15.1% | -27.7% | +42.8% | +30.6% |
| YTD | -20.9% | -24.2% | +3.3% | -13.6% |
| 1Y | -16.4% | -34.8% | +18.4% | -0.5% |
| 3Y | +35.2% | -4.2% | +39.4% | +21.2% |
| 5Y | -69.4% | +20.9% | -90.3% | -77.2% |
| All | -80.4% | +50.6% | -131.0% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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