+224.5%
AXP vs LYFT
-80.6%
+305.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +4.4% | +3.0% | +1.4% | +3.5% |
| 3M | -6.4% | -0.9% | -5.5% | -6.6% |
| 6M | +4.2% | +24.1% | -20.0% | -1.6% |
| YTD | -12.4% | -12.3% | 0.0% | -11.3% |
| 1Y | -11.1% | -28.7% | +17.5% | -6.1% |
| 3Y | +114.9% | +73.8% | +41.1% | +67.3% |
| 5Y | +87.4% | -67.9% | +155.4% | +109.5% |
| All | +224.5% | -80.6% | +305.1% | +162.3% |
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 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