+150.9%
ADM vs LYFT
-82.8%
+233.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +3.0% | -13.1% | +16.1% | +4.0% |
| 30D | +8.7% | -14.4% | +23.1% | +9.9% |
| 3M | +7.6% | +12.2% | -4.6% | +6.3% |
| 6M | +26.9% | +13.4% | +13.5% | +25.1% |
| YTD | +54.3% | -22.5% | +76.7% | +56.3% |
| 1Y | +45.7% | -20.8% | +66.4% | +46.5% |
| 3Y | +21.9% | +38.8% | -16.9% | +12.5% |
| 5Y | +67.2% | -70.0% | +137.1% | +75.0% |
| All | +150.9% | -82.8% | +233.7% | +144.1% |
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