+114.7%
AXP vs LYFT
-70.7%
+185.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -2.8% | -13.1% | +10.3% | -0.8% |
| 30D | -5.9% | -14.4% | +8.5% | -3.8% |
| 3M | +2.6% | +12.2% | -9.5% | +0.6% |
| 6M | +6.4% | +13.4% | -6.9% | +3.9% |
| YTD | -12.6% | -22.5% | +9.9% | -10.2% |
| 1Y | +0.2% | -20.8% | +21.0% | +2.1% |
| 3Y | +110.9% | +38.8% | +72.1% | +87.6% |
| 5Y | +114.7% | -70.0% | +184.7% | +133.0% |
| All | +114.7% | -70.7% | +185.4% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling