-10.3%
ADSK vs LYFT
-3.8%
-6.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +12.4% | -5.4% | +2.9% |
| 7D | +11.4% | +14.7% | -3.3% | +6.4% |
| 30D | +21.9% | +19.1% | +2.8% | +15.1% |
| 3M | +13.9% | +12.0% | +1.8% | +9.2% |
| 6M | +9.1% | +33.3% | -24.2% | -0.5% |
| YTD | -8.8% | -3.3% | -5.5% | -12.7% |
| All | -10.3% | -3.8% | -6.5% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling