+111.1%
AXP vs LYFT
+35.6%
+75.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +6.9% | -0.1% |
| 7D | -2.5% | -14.1% | +11.6% | -0.4% |
| 30D | -5.0% | -13.7% | +8.6% | -3.1% |
| 3M | +1.4% | +7.4% | -6.1% | 0.0% |
| 6M | +6.0% | +8.3% | -2.3% | +4.3% |
| YTD | -12.3% | -23.1% | +10.8% | -10.0% |
| 1Y | +0.3% | -19.0% | +19.3% | +1.6% |
| All | +111.1% | +35.6% | +75.5% | +89.9% |
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