+1,999.4%
DELL vs LYFT
-82.5%
+2,081.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +11.6% |
| 7D | +8.2% | -8.4% | +16.6% | +9.9% |
| 30D | +17.1% | -7.6% | +24.7% | +18.7% |
| 3M | +45.2% | +11.7% | +33.4% | +41.1% |
| 6M | +286.8% | +15.1% | +271.7% | +274.4% |
| YTD | +354.8% | -20.9% | +375.7% | +369.7% |
| 1Y | +358.3% | -16.4% | +374.6% | +364.8% |
| 3Y | +724.9% | +35.2% | +689.7% | +624.6% |
| 5Y | +1,193.7% | -69.4% | +1,263.1% | +1,279.5% |
| All | +1,999.4% | -82.5% | +2,081.8% | +1,575.5% |
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