+112.4%
ASML vs LYFT
-69.9%
+182.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.2% | -0.4% |
| 7D | +2.8% | -14.1% | +16.9% | +5.8% |
| 30D | -0.2% | -13.7% | +13.4% | +2.5% |
| 3M | -2.6% | +7.4% | -10.0% | -4.6% |
| 6M | +27.9% | +8.3% | +19.6% | +24.6% |
| YTD | +62.4% | -23.1% | +85.5% | +68.5% |
| 1Y | +116.2% | -19.0% | +135.2% | +119.9% |
| 3Y | +182.4% | +37.7% | +144.7% | +140.7% |
| 5Y | +112.4% | -70.5% | +182.9% | +129.2% |
| All | +112.4% | -69.9% | +182.3% | +129.2% |
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