+336.8%
AVGO vs LYFT
+39.4%
+297.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | 0.0% |
| 7D | +1.1% | -8.4% | +9.5% | +2.6% |
| 30D | -13.0% | -7.6% | -5.4% | -12.0% |
| 3M | -6.0% | +11.7% | -17.7% | -8.4% |
| 6M | +6.4% | +15.1% | -8.7% | +2.9% |
| YTD | +5.0% | -20.9% | +25.9% | +8.0% |
| 1Y | +1.4% | -16.4% | +17.8% | +2.1% |
| 3Y | +336.8% | +35.2% | +301.6% | +273.3% |
| All | +336.8% | +39.4% | +297.4% | +273.3% |
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