-4.5%
AKAM vs LYFT
-69.9%
+65.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | +1.5% | -8.4% | +9.9% | +2.1% |
| 30D | -13.0% | -7.6% | -5.4% | -12.6% |
| 3M | -19.4% | +11.7% | -31.1% | -20.5% |
| 6M | +0.3% | +15.1% | -14.8% | -1.4% |
| YTD | +22.4% | -20.9% | +43.3% | +23.9% |
| 1Y | +34.8% | -16.4% | +51.2% | +35.4% |
| 3Y | +1.9% | +35.2% | -33.3% | -5.9% |
| All | -4.5% | -69.9% | +65.5% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling