+157.7%
CSCO vs LYFT
-82.5%
+240.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.2% |
| 7D | +2.7% | -8.4% | +11.1% | +3.5% |
| 30D | -9.5% | -7.6% | -1.9% | -8.9% |
| 3M | -7.6% | +11.7% | -19.4% | -9.0% |
| 6M | +44.9% | +15.1% | +29.8% | +42.0% |
| YTD | +47.7% | -20.9% | +68.6% | +49.9% |
| 1Y | +69.1% | -16.4% | +85.5% | +69.8% |
| 3Y | +113.5% | +35.2% | +78.3% | +95.7% |
| 5Y | +122.8% | -69.4% | +192.1% | +131.3% |
| All | +157.7% | -82.5% | +240.2% | +135.9% |
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