+182.5%
ASML vs LYFT
+35.6%
+146.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.2% | -0.5% |
| 7D | +2.8% | -14.1% | +16.9% | +5.6% |
| 30D | -0.2% | -13.7% | +13.4% | +2.3% |
| 3M | -2.6% | +7.4% | -10.0% | -4.5% |
| 6M | +27.9% | +8.3% | +19.6% | +24.7% |
| YTD | +62.4% | -23.1% | +85.5% | +68.2% |
| 1Y | +116.2% | -19.0% | +135.2% | +119.5% |
| All | +182.5% | +35.6% | +146.9% | +145.7% |
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