+915.5%
ANET vs LYFT
-82.5%
+998.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +5.3% |
| 7D | +3.0% | -8.4% | +11.4% | +4.5% |
| 30D | -5.2% | -7.6% | +2.4% | -4.1% |
| 3M | +27.6% | +11.7% | +15.9% | +24.2% |
| 6M | +44.4% | +15.1% | +29.3% | +39.6% |
| YTD | +52.3% | -20.9% | +73.2% | +56.5% |
| 1Y | +30.4% | -16.4% | +46.8% | +31.3% |
| 3Y | +313.3% | +35.2% | +278.0% | +261.5% |
| 5Y | +810.0% | -69.4% | +879.4% | +853.0% |
| All | +915.5% | -82.5% | +998.0% | +825.4% |
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