+150.3%
ADM vs LYFT
-82.5%
+232.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | +2.5% | -8.4% | +10.9% | +3.1% |
| 30D | +9.5% | -7.6% | +17.1% | +10.0% |
| 3M | +10.6% | +11.7% | -1.1% | +9.3% |
| 6M | +24.0% | +15.1% | +8.9% | +22.1% |
| YTD | +54.0% | -20.9% | +74.9% | +55.7% |
| 1Y | +45.3% | -16.4% | +61.7% | +45.6% |
| 3Y | +21.8% | +35.2% | -13.5% | +12.7% |
| 5Y | +66.8% | -69.4% | +136.2% | +74.4% |
| All | +150.3% | -82.5% | +232.8% | +143.2% |
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