+289.4%
HPE vs LYFT
+39.4%
+250.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.0% | +10.4% | +12.1% |
| 7D | +19.4% | -8.4% | +27.8% | +21.1% |
| 30D | +5.6% | -7.6% | +13.2% | +6.8% |
| 3M | +33.1% | +11.7% | +21.3% | +29.2% |
| 6M | +192.5% | +15.1% | +177.4% | +181.5% |
| YTD | +160.9% | -20.9% | +181.8% | +168.1% |
| 1Y | +155.0% | -16.4% | +171.3% | +156.8% |
| 3Y | +289.4% | +35.2% | +254.2% | +238.8% |
| All | +289.4% | +39.4% | +250.0% | +238.8% |
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