+171.2%
INTC vs LYFT
+39.4%
+131.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.2% |
| 7D | +7.5% | -8.4% | +15.8% | +9.3% |
| 30D | +2.0% | -7.6% | +9.6% | +3.4% |
| 3M | -12.0% | +11.7% | -23.7% | -15.1% |
| 6M | +114.5% | +15.1% | +99.4% | +105.6% |
| YTD | +179.0% | -20.9% | +199.9% | +188.4% |
| 1Y | +318.3% | -16.4% | +334.7% | +320.9% |
| 3Y | +171.2% | +35.2% | +136.0% | +131.0% |
| All | +171.2% | +39.4% | +131.8% | +131.0% |
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 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