-16.7%
CMCSA vs LYFT
-82.5%
+65.7%
-55.4%
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% | -0.1% |
| 7D | -4.9% | -8.4% | +3.5% | -4.0% |
| 30D | -1.1% | -7.6% | +6.5% | -0.2% |
| 3M | +6.6% | +11.7% | -5.2% | +5.2% |
| 6M | -15.5% | +15.1% | -30.6% | -17.0% |
| YTD | -6.7% | -20.9% | +14.2% | -5.0% |
| 1Y | -15.6% | -16.4% | +0.8% | -15.1% |
| 3Y | -33.7% | +35.2% | -68.9% | -39.9% |
| 5Y | -46.6% | -69.4% | +22.7% | -44.7% |
| All | -16.7% | -82.5% | +65.7% | -23.9% |
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 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