-2.5%
IBM vs LYFT
-1.1%
-1.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.8% |
| 7D | -0.3% | -5.5% | +5.2% | +1.0% |
| 30D | +0.3% | +1.5% | -1.2% | -0.3% |
| 3M | -21.6% | +18.4% | -40.0% | -25.0% |
| 6M | -4.7% | +20.8% | -25.5% | -9.5% |
| YTD | -19.1% | -13.7% | -5.4% | -20.2% |
| 1Y | -2.5% | -0.4% | -2.1% | -2.0% |
| All | -2.5% | -1.1% | -1.4% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling