+1,138.5%
AMAT vs LYFT
-82.5%
+1,221.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | +0.4% | -8.4% | +8.8% | +2.3% |
| 30D | -16.6% | -7.6% | -9.0% | -15.4% |
| 3M | -17.3% | +11.7% | -29.1% | -20.2% |
| 6M | +30.3% | +15.1% | +15.2% | +24.6% |
| YTD | +78.3% | -20.9% | +99.2% | +84.5% |
| 1Y | +169.8% | -16.4% | +186.1% | +172.8% |
| 3Y | +218.5% | +35.2% | +183.3% | +163.7% |
| 5Y | +247.7% | -69.4% | +317.0% | +278.3% |
| All | +1,138.5% | -82.5% | +1,221.0% | +1,015.1% |
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 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