+140.1%
GOOGL vs LYFT
-69.9%
+210.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.5% |
| 7D | 0.0% | -8.4% | +8.4% | +1.2% |
| 30D | -1.4% | -7.6% | +6.2% | -0.3% |
| 3M | -5.3% | +11.7% | -17.1% | -6.9% |
| 6M | +9.8% | +15.1% | -5.3% | +7.3% |
| YTD | +8.4% | -20.9% | +29.3% | +11.0% |
| 1Y | +41.2% | -16.4% | +57.6% | +42.6% |
| 3Y | +149.6% | +35.2% | +114.4% | +121.8% |
| All | +140.1% | -69.9% | +210.0% | +145.7% |
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