+81.6%
KO vs LYFT
-70.5%
+152.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -1.1% | -13.1% | +12.0% | -1.1% |
| 30D | +1.6% | -14.4% | +15.9% | +1.6% |
| 3M | +5.8% | +12.2% | -6.4% | +5.8% |
| 6M | +14.3% | +13.4% | +0.9% | +14.3% |
| YTD | +27.3% | -22.5% | +49.8% | +27.4% |
| 1Y | +33.2% | -20.8% | +54.0% | +33.3% |
| 3Y | +64.5% | +38.8% | +25.7% | +62.5% |
| All | +81.6% | -70.5% | +152.1% | +79.5% |
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