+8.3%
LYFT vs LII
-25.5%
+33.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.4% | -5.8% | -7.9% |
| 7D | -14.1% | +0.5% | -14.6% | -14.1% |
| 30D | -13.7% | -11.2% | -2.5% | -12.5% |
| 3M | +7.4% | -28.8% | +36.2% | +9.6% |
| 6M | +8.3% | -26.9% | +35.2% | +13.1% |
| All | +8.3% | -25.5% | +33.8% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling