+477.2%
GOOG vs LYFT
-82.5%
+559.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.2% |
| 7D | 0.0% | -8.4% | +8.4% | +1.4% |
| 30D | -2.0% | -7.6% | +5.6% | -0.8% |
| 3M | -5.9% | +11.7% | -17.6% | -7.6% |
| 6M | +8.9% | +15.1% | -6.2% | +6.2% |
| YTD | +7.1% | -20.9% | +28.0% | +10.0% |
| 1Y | +39.7% | -16.4% | +56.1% | +41.2% |
| 3Y | +145.8% | +35.2% | +110.6% | +116.8% |
| 5Y | +138.6% | -69.4% | +208.0% | +146.7% |
| All | +477.2% | -82.5% | +559.7% | +436.5% |
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