+337.2%
ABBV vs LYFT
-82.5%
+419.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.7% |
| 7D | +0.3% | -8.4% | +8.6% | +0.6% |
| 30D | +3.4% | -7.6% | +11.0% | +3.7% |
| 3M | +15.2% | +11.7% | +3.5% | +14.5% |
| 6M | +14.7% | +15.1% | -0.4% | +13.8% |
| YTD | +15.2% | -20.9% | +36.1% | +16.0% |
| 1Y | +20.4% | -16.4% | +36.8% | +20.6% |
| 3Y | +91.3% | +35.2% | +56.1% | +83.2% |
| 5Y | +189.6% | -69.4% | +258.9% | +201.3% |
| All | +337.2% | -82.5% | +419.6% | +318.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling