+1,133.7%
AMAT vs LYFT
-80.9%
+1,214.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.6% | +5.1% |
| 7D | -1.5% | -5.5% | +4.0% | -0.3% |
| 30D | -14.8% | +1.5% | -16.3% | -15.4% |
| 3M | -9.3% | +18.4% | -27.7% | -13.3% |
| 6M | +27.4% | +20.8% | +6.6% | +20.6% |
| YTD | +77.6% | -13.7% | +91.2% | +80.4% |
| 1Y | +188.9% | -0.4% | +189.4% | +180.5% |
| 3Y | +202.3% | +35.5% | +166.8% | +150.7% |
| 5Y | +248.9% | -65.3% | +314.2% | +268.7% |
| All | +1,133.7% | -80.9% | +1,214.6% | +990.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling