+149.3%
AMGN vs LYFT
-82.5%
+231.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.4% |
| 7D | -13.7% | -8.4% | -5.3% | -13.4% |
| 30D | -8.8% | -7.6% | -1.2% | -8.5% |
| 3M | +7.2% | +11.7% | -4.5% | +6.6% |
| 6M | +1.3% | +15.1% | -13.8% | +0.4% |
| YTD | +17.6% | -20.9% | +38.6% | +18.5% |
| 1Y | +37.2% | -16.4% | +53.5% | +37.5% |
| 3Y | +57.7% | +35.2% | +22.5% | +52.0% |
| 5Y | +106.3% | -69.4% | +175.6% | +111.3% |
| All | +149.3% | -82.5% | +231.8% | +138.9% |
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