+227.2%
AMAT vs LYFT
+35.6%
+191.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.4% | +0.6% |
| 7D | +6.9% | -14.1% | +21.1% | +9.7% |
| 30D | -10.1% | -13.7% | +3.6% | -8.0% |
| 3M | -6.0% | +7.4% | -13.4% | -8.0% |
| 6M | +38.6% | +8.3% | +30.4% | +35.0% |
| YTD | +83.1% | -23.1% | +106.2% | +89.2% |
| 1Y | +188.3% | -19.0% | +207.3% | +192.1% |
| All | +227.2% | +35.6% | +191.6% | +183.1% |
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