+133.9%
ASML vs LYFT
+67.6%
+66.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.5% |
| 7D | +4.9% | -0.6% | +5.6% | +5.0% |
| 30D | -9.3% | +3.0% | -12.3% | -10.0% |
| 3M | -19.0% | -0.9% | -18.1% | -19.3% |
| 6M | -5.2% | +24.1% | -29.3% | -10.0% |
| YTD | +40.6% | -12.3% | +52.9% | +41.5% |
| 1Y | +47.5% | -28.7% | +76.2% | +54.0% |
| 3Y | +133.9% | +73.8% | +60.1% | +108.0% |
| All | +133.9% | +67.6% | +66.2% | +108.0% |
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