+357.3%
AMD vs LYFT
+67.6%
+289.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.2% | -11.0% | -9.3% |
| 7D | +18.9% | -0.6% | +19.6% | +18.9% |
| 30D | -6.4% | +3.0% | -9.5% | -7.6% |
| 3M | +10.6% | -0.9% | +11.4% | +9.7% |
| 6M | +19.9% | +24.1% | -4.2% | +11.1% |
| YTD | +149.4% | -12.3% | +161.7% | +151.6% |
| 1Y | +115.4% | -28.7% | +144.0% | +128.7% |
| 3Y | +357.3% | +73.8% | +283.5% | +290.5% |
| All | +357.3% | +67.6% | +289.7% | +290.5% |
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