+82.7%
ASML vs LYFT
-68.0%
+150.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.6% |
| 7D | +4.9% | -0.6% | +5.6% | +5.0% |
| 30D | -9.3% | +3.0% | -12.3% | -10.2% |
| 3M | -19.0% | -0.9% | -18.1% | -19.5% |
| 6M | -5.2% | +24.1% | -29.3% | -10.4% |
| YTD | +40.6% | -12.3% | +52.9% | +41.4% |
| 1Y | +47.5% | -28.7% | +76.2% | +54.3% |
| 3Y | +133.9% | +73.8% | +60.1% | +89.8% |
| All | +82.7% | -68.0% | +150.7% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling