+1,559.9%
KLAC vs LYFT
-82.5%
+1,642.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.5% |
| 7D | -2.7% | -8.4% | +5.7% | -0.9% |
| 30D | -13.2% | -7.6% | -5.6% | -11.9% |
| 3M | -25.0% | +11.7% | -36.8% | -27.4% |
| 6M | +23.6% | +15.1% | +8.5% | +18.6% |
| YTD | +49.2% | -20.9% | +70.1% | +54.3% |
| 1Y | +89.3% | -16.4% | +105.7% | +91.7% |
| 3Y | +274.4% | +35.2% | +239.1% | +217.3% |
| 5Y | +440.9% | -69.4% | +510.3% | +478.0% |
| All | +1,559.9% | -82.5% | +1,642.3% | +1,397.2% |
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