+152.5%
JPM vs LYFT
-69.9%
+222.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | -0.7% | -8.4% | +7.7% | +0.1% |
| 30D | -2.5% | -7.6% | +5.1% | -1.8% |
| 3M | +14.1% | +11.7% | +2.4% | +12.7% |
| 6M | +25.1% | +15.1% | +10.0% | +22.9% |
| YTD | +12.1% | -20.9% | +33.0% | +13.8% |
| 1Y | +18.8% | -16.4% | +35.2% | +19.5% |
| 3Y | +163.4% | +35.2% | +128.2% | +144.3% |
| All | +152.5% | -69.9% | +222.5% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling