+72.8%
HCA vs LYFT
-69.9%
+142.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.2% |
| 7D | +5.4% | -8.4% | +13.8% | +5.9% |
| 30D | +3.0% | -7.6% | +10.6% | +3.4% |
| 3M | +13.0% | +11.7% | +1.3% | +12.1% |
| 6M | -20.3% | +15.1% | -35.4% | -21.2% |
| YTD | -8.2% | -20.9% | +12.7% | -7.3% |
| 1Y | +6.7% | -16.4% | +23.1% | +6.9% |
| 3Y | +60.4% | +35.2% | +25.2% | +48.9% |
| All | +72.8% | -69.9% | +142.7% | +75.9% |
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