+515.7%
PH vs LYFT
-82.5%
+598.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | -1.3% | -8.4% | +7.1% | +0.3% |
| 30D | -11.0% | -7.6% | -3.4% | -9.8% |
| 3M | +5.5% | +11.7% | -6.2% | +2.6% |
| 6M | +1.5% | +15.1% | -13.6% | -2.4% |
| YTD | +8.8% | -20.9% | +29.7% | +12.0% |
| 1Y | +24.5% | -16.4% | +40.9% | +25.4% |
| 3Y | +141.2% | +35.2% | +105.9% | +104.0% |
| 5Y | +256.3% | -69.4% | +325.7% | +289.1% |
| All | +515.7% | -82.5% | +598.2% | +434.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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