+121.3%
INTC vs LYFT
-82.5%
+203.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.2% |
| 7D | +7.5% | -8.4% | +15.8% | +9.0% |
| 30D | +2.0% | -7.6% | +9.6% | +3.2% |
| 3M | -12.0% | +11.7% | -23.7% | -14.5% |
| 6M | +114.5% | +15.1% | +99.4% | +107.4% |
| YTD | +179.0% | -20.9% | +199.9% | +187.2% |
| 1Y | +318.3% | -16.4% | +334.7% | +322.3% |
| 3Y | +171.2% | +35.2% | +136.0% | +138.7% |
| 5Y | +107.6% | -69.4% | +176.9% | +116.6% |
| All | +121.3% | -82.5% | +203.8% | +106.6% |
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