-2.9%
IBM vs LYFT
-19.5%
+16.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.5% |
| 7D | +3.6% | -8.4% | +11.9% | +5.4% |
| 30D | +3.1% | -7.6% | +10.7% | +4.6% |
| 3M | -10.8% | +11.7% | -22.6% | -13.8% |
| 6M | -0.8% | +15.1% | -15.9% | -4.8% |
| YTD | -16.2% | -20.9% | +4.7% | -16.1% |
| 1Y | -2.9% | -16.4% | +13.5% | -1.3% |
| All | -2.9% | -19.5% | +16.7% | -1.3% |
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 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