+636.9%
IBKR vs LYFT
-82.5%
+719.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.9% |
| 7D | -1.3% | -8.4% | +7.0% | -0.2% |
| 30D | -0.2% | -7.6% | +7.4% | +0.8% |
| 3M | +3.0% | +11.7% | -8.8% | +1.0% |
| 6M | +33.9% | +15.1% | +18.8% | +30.6% |
| YTD | +42.5% | -20.9% | +63.4% | +45.9% |
| 1Y | +44.9% | -16.4% | +61.2% | +46.5% |
| 3Y | +293.0% | +35.2% | +257.8% | +253.3% |
| 5Y | +497.7% | -69.4% | +567.0% | +537.3% |
| All | +636.9% | -82.5% | +719.4% | +558.3% |
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