+149.6%
GOOGL vs LYFT
+39.4%
+110.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.5% |
| 7D | 0.0% | -8.4% | +8.4% | +1.1% |
| 30D | -1.4% | -7.6% | +6.2% | -0.5% |
| 3M | -5.3% | +11.7% | -17.1% | -6.6% |
| 6M | +9.8% | +15.1% | -5.3% | +7.7% |
| YTD | +8.4% | -20.9% | +29.3% | +10.4% |
| 1Y | +41.2% | -16.4% | +57.6% | +42.2% |
| 3Y | +149.6% | +35.2% | +114.4% | +126.1% |
| All | +149.6% | +39.4% | +110.2% | +126.1% |
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