+46.1%
ABT vs LYFT
-82.5%
+128.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.5% |
| 7D | -5.9% | -8.4% | +2.5% | -5.5% |
| 30D | -8.1% | -7.6% | -0.5% | -7.7% |
| 3M | +14.5% | +11.7% | +2.8% | +13.7% |
| 6M | -6.3% | +15.1% | -21.4% | -7.2% |
| YTD | -17.1% | -20.9% | +3.8% | -16.4% |
| 1Y | -21.4% | -16.4% | -5.0% | -21.2% |
| 3Y | +5.9% | +35.2% | -29.3% | +0.6% |
| 5Y | -12.8% | -69.4% | +56.6% | -12.1% |
| All | +46.1% | -82.5% | +128.6% | +39.4% |
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