+113.5%
CSCO vs LYFT
+39.4%
+74.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.2% |
| 7D | +2.7% | -8.4% | +11.1% | +3.4% |
| 30D | -9.5% | -7.6% | -1.9% | -9.0% |
| 3M | -7.6% | +11.7% | -19.4% | -8.8% |
| 6M | +44.9% | +15.1% | +29.8% | +42.3% |
| YTD | +47.7% | -20.9% | +68.6% | +49.5% |
| 1Y | +69.1% | -16.4% | +85.5% | +69.4% |
| 3Y | +113.5% | +35.2% | +78.3% | +92.2% |
| All | +113.5% | +39.4% | +74.1% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling