+162.8%
FTNT vs LYFT
-69.9%
+232.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.0% |
| 7D | -0.1% | -8.4% | +8.2% | +1.0% |
| 30D | -3.0% | -7.6% | +4.6% | -2.1% |
| 3M | +7.6% | +11.7% | -4.2% | +5.4% |
| 6M | +87.0% | +15.1% | +71.9% | +82.1% |
| YTD | +96.5% | -20.9% | +117.4% | +100.9% |
| 1Y | +92.9% | -16.4% | +109.3% | +94.5% |
| 3Y | +139.8% | +35.2% | +104.6% | +113.2% |
| All | +162.8% | -69.9% | +232.7% | +208.0% |
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