+781.0%
AXON vs LYFT
-82.5%
+863.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -7.0% | -8.4% | +1.3% | -5.3% |
| 30D | -20.1% | -7.6% | -12.5% | -18.7% |
| 3M | +7.4% | +11.7% | -4.3% | +5.1% |
| 6M | -7.4% | +15.1% | -22.5% | -10.0% |
| YTD | -15.6% | -20.9% | +5.3% | -12.0% |
| 1Y | -36.2% | -16.4% | -19.8% | -35.0% |
| 3Y | +124.8% | +35.2% | +89.6% | +88.8% |
| 5Y | +166.6% | -69.4% | +235.9% | +194.6% |
| All | +781.0% | -82.5% | +863.4% | +658.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling