-16.8%
CMCSA vs LYFT
-82.8%
+66.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | -5.6% | -13.1% | +7.5% | -4.1% |
| 30D | -1.9% | -14.4% | +12.5% | -0.2% |
| 3M | +6.4% | +12.2% | -5.7% | +5.1% |
| 6M | -16.9% | +13.4% | -30.3% | -18.3% |
| YTD | -6.8% | -22.5% | +15.7% | -4.9% |
| 1Y | -15.9% | -20.8% | +4.9% | -14.9% |
| 3Y | -33.4% | +38.8% | -72.2% | -39.9% |
| 5Y | -46.7% | -70.0% | +23.3% | -44.6% |
| All | -16.8% | -82.8% | +66.0% | -23.8% |
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