+134.7%
KO vs LYFT
-82.5%
+217.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | +0.2% | -8.4% | +8.6% | +0.6% |
| 30D | +1.8% | -7.6% | +9.4% | +2.1% |
| 3M | +7.7% | +11.7% | -4.1% | +7.1% |
| 6M | +15.3% | +15.1% | +0.2% | +14.3% |
| YTD | +28.0% | -20.9% | +48.9% | +28.9% |
| 1Y | +34.3% | -16.4% | +50.6% | +34.5% |
| 3Y | +63.8% | +35.2% | +28.6% | +55.6% |
| 5Y | +84.1% | -69.4% | +153.4% | +91.3% |
| All | +134.7% | -82.5% | +217.2% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling