-80.4%
LYFT vs LNT
+81.5%
-161.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | -1.0% | -7.3% | -8.1% |
| 30D | -7.6% | -4.2% | -3.4% | -6.5% |
| 3M | +11.7% | -6.7% | +18.4% | +13.7% |
| 6M | +15.1% | -3.6% | +18.7% | +15.6% |
| YTD | -20.9% | +5.9% | -26.8% | -23.0% |
| 1Y | -16.4% | +7.3% | -23.6% | -19.0% |
| 3Y | +35.2% | +46.5% | -11.3% | +16.7% |
| 5Y | -69.4% | +32.5% | -101.8% | -73.4% |
| All | -80.4% | +81.5% | -161.9% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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