+84.2%
FCX vs LYFT
+39.4%
+44.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.6% |
| 7D | -2.3% | -8.4% | +6.1% | -0.6% |
| 30D | +2.7% | -7.6% | +10.3% | +4.1% |
| 3M | +7.4% | +11.7% | -4.4% | +4.2% |
| 6M | +16.0% | +15.1% | +0.9% | +11.6% |
| YTD | +40.9% | -20.9% | +61.8% | +45.7% |
| 1Y | +56.4% | -16.4% | +72.8% | +58.1% |
| 3Y | +84.2% | +35.2% | +49.0% | +50.2% |
| All | +84.2% | +39.4% | +44.8% | +50.2% |
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