+146.8%
IBM vs LYFT
-82.5%
+229.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.8% |
| 7D | +3.6% | -8.4% | +11.9% | +4.4% |
| 30D | +3.1% | -7.6% | +10.7% | +3.8% |
| 3M | -10.8% | +11.7% | -22.6% | -12.1% |
| 6M | -0.8% | +15.1% | -15.9% | -2.5% |
| YTD | -16.2% | -20.9% | +4.7% | -14.7% |
| 1Y | -2.9% | -16.4% | +13.5% | -2.1% |
| 3Y | +79.8% | +35.2% | +44.6% | +67.1% |
| 5Y | +124.9% | -69.4% | +194.3% | +136.7% |
| All | +146.8% | -82.5% | +229.2% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling