+505.0%
FCX vs LYFT
-82.8%
+587.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -6.8% |
| 7D | -1.9% | -13.1% | +11.2% | +1.7% |
| 30D | +3.4% | -14.4% | +17.8% | +7.4% |
| 3M | +15.0% | +12.2% | +2.8% | +10.5% |
| 6M | +14.6% | +13.4% | +1.3% | +9.5% |
| YTD | +41.2% | -22.5% | +63.7% | +48.1% |
| 1Y | +60.4% | -20.8% | +81.2% | +65.0% |
| 3Y | +88.4% | +38.8% | +49.6% | +49.9% |
| 5Y | +115.0% | -70.0% | +185.0% | +143.3% |
| All | +505.0% | -82.8% | +587.8% | +421.8% |
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