-81.0%
LYFT vs LII
+54.6%
-135.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.4% | -5.8% | -7.0% |
| 7D | -14.1% | +0.5% | -14.6% | -14.3% |
| 30D | -13.7% | -11.2% | -2.5% | -8.0% |
| 3M | +7.4% | -28.8% | +36.2% | +25.6% |
| 6M | +8.3% | -26.9% | +35.2% | +22.4% |
| YTD | -23.1% | -22.2% | -0.9% | -17.1% |
| 1Y | -19.0% | -32.0% | +13.0% | -5.9% |
| 3Y | +37.7% | -0.4% | +38.2% | +20.9% |
| 5Y | -70.5% | +22.4% | -92.9% | -78.2% |
| All | -81.0% | +54.6% | -135.6% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling