+35.2%
LYFT vs LTH
+153.8%
-118.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | -8.4% | -4.0% | -4.4% | -7.1% |
| 30D | -7.6% | -5.3% | -2.3% | -6.0% |
| 3M | +11.7% | +19.0% | -7.3% | +5.9% |
| 6M | +15.1% | +55.8% | -40.7% | -1.4% |
| YTD | -20.9% | +56.1% | -77.0% | -32.4% |
| 1Y | -16.4% | +41.3% | -57.6% | -26.3% |
| 3Y | +35.2% | +156.6% | -121.4% | -17.0% |
| All | +35.2% | +153.8% | -118.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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