+1,182.1%
ASX vs LYFT
-82.8%
+1,264.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | +6.5% | -13.1% | +19.6% | +9.2% |
| 30D | +3.1% | -14.4% | +17.5% | +5.9% |
| 3M | +17.4% | +12.2% | +5.2% | +14.2% |
| 6M | +85.4% | +13.4% | +72.1% | +79.5% |
| YTD | +150.1% | -22.5% | +172.5% | +158.5% |
| 1Y | +256.3% | -20.8% | +277.1% | +263.5% |
| 3Y | +446.9% | +38.8% | +408.0% | +369.5% |
| 5Y | +447.1% | -70.0% | +517.1% | +481.7% |
| All | +1,182.1% | -82.8% | +1,264.9% | +1,095.8% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling