-80.4%
LYFT vs PHM
+347.6%
-428.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.1% |
| 7D | -8.4% | -5.0% | -3.4% | -5.7% |
| 30D | -7.6% | -8.4% | +0.8% | -2.8% |
| 3M | +11.7% | -4.4% | +16.2% | +14.3% |
| 6M | +15.1% | -3.7% | +18.8% | +16.1% |
| YTD | -20.9% | +1.3% | -22.2% | -23.3% |
| 1Y | -16.4% | -14.0% | -2.3% | -11.3% |
| 3Y | +35.2% | +48.1% | -12.9% | -0.7% |
| 5Y | -69.4% | +158.8% | -228.1% | -84.6% |
| All | -80.4% | +347.6% | -428.0% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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