+153.3%
AMAT vs LYFT
+67.6%
+85.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -5.0% | -3.1% |
| 7D | +11.4% | -0.6% | +12.0% | +11.4% |
| 30D | -17.0% | +3.0% | -20.1% | -17.7% |
| 3M | -30.6% | -0.9% | -29.7% | -30.9% |
| 6M | -14.9% | +24.1% | -39.1% | -19.4% |
| YTD | +44.7% | -12.3% | +57.0% | +45.5% |
| 1Y | +66.9% | -28.7% | +95.5% | +74.3% |
| 3Y | +153.3% | +73.8% | +79.5% | +112.1% |
| All | +153.3% | +67.6% | +85.7% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling