+867.0%
ASML vs LYFT
-82.8%
+949.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | +2.5% | -13.1% | +15.6% | +5.4% |
| 30D | -6.2% | -14.4% | +8.1% | -3.4% |
| 3M | -2.6% | +12.2% | -14.7% | -5.6% |
| 6M | +22.4% | +13.4% | +9.0% | +18.0% |
| YTD | +58.5% | -22.5% | +80.9% | +64.5% |
| 1Y | +114.2% | -20.8% | +134.9% | +119.2% |
| 3Y | +175.5% | +38.8% | +136.7% | +132.3% |
| 5Y | +105.9% | -70.0% | +175.9% | +120.9% |
| All | +867.0% | -82.8% | +949.8% | +742.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling