+122.0%
CSCO vs LYFT
-69.9%
+191.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.2% |
| 7D | +2.7% | -8.4% | +11.1% | +3.2% |
| 30D | -9.5% | -7.6% | -1.9% | -9.1% |
| 3M | -7.6% | +11.7% | -19.4% | -8.6% |
| 6M | +44.9% | +15.1% | +29.8% | +42.9% |
| YTD | +47.7% | -20.9% | +68.6% | +49.2% |
| 1Y | +69.1% | -16.4% | +85.5% | +69.5% |
| 3Y | +113.5% | +35.2% | +78.3% | +102.0% |
| All | +122.0% | -69.9% | +191.9% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling