+229.2%
AXP vs LYFT
-80.9%
+310.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.4% |
| 7D | -2.1% | -5.5% | +3.4% | -0.9% |
| 30D | -6.5% | +1.5% | -8.0% | -7.0% |
| 3M | +4.6% | +18.4% | -13.8% | +0.4% |
| 6M | +5.4% | +20.8% | -15.4% | +0.3% |
| YTD | -11.1% | -13.7% | +2.6% | -9.4% |
| 1Y | -0.3% | -0.4% | +0.1% | -2.8% |
| 3Y | +111.6% | +35.5% | +76.1% | +74.8% |
| 5Y | +117.6% | -65.3% | +182.9% | +134.8% |
| All | +229.2% | -80.9% | +310.0% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling