+35.2%
LYFT vs LII
-3.5%
+38.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.7% |
| 7D | -8.4% | -6.3% | -2.1% | -5.9% |
| 30D | -7.6% | -13.0% | +5.4% | -2.2% |
| 3M | +11.7% | -29.0% | +40.8% | +25.7% |
| 6M | +15.1% | -27.7% | +42.8% | +26.5% |
| YTD | -20.9% | -24.2% | +3.3% | -16.2% |
| 1Y | -16.4% | -34.8% | +18.4% | -3.8% |
| 3Y | +35.2% | -4.2% | +39.4% | +13.5% |
| All | +35.2% | -3.5% | +38.8% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling