+85.7%
ISRG vs LYFT
-82.9%
+168.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.1% | +2.3% |
| 7D | -5.0% | -14.1% | +9.1% | -2.6% |
| 30D | -10.2% | -13.7% | +3.5% | -8.1% |
| 3M | -17.2% | +7.4% | -24.6% | -18.3% |
| 6M | -28.4% | +8.3% | -36.7% | -29.7% |
| YTD | -37.6% | -23.1% | -14.6% | -35.5% |
| 1Y | -24.4% | -19.0% | -5.5% | -23.3% |
| 3Y | +18.4% | +37.7% | -19.3% | +2.6% |
| 5Y | -1.0% | -70.5% | +69.5% | +4.6% |
| All | +85.7% | -82.9% | +168.7% | +50.8% |
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