+195.7%
LIN vs LYFT
-82.5%
+278.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | -2.4% | -8.4% | +6.0% | -1.6% |
| 30D | -2.4% | -7.6% | +5.2% | -1.8% |
| 3M | -9.3% | +11.7% | -21.0% | -10.5% |
| 6M | -2.6% | +15.1% | -17.7% | -4.4% |
| YTD | +10.4% | -20.9% | +31.3% | +12.1% |
| 1Y | -2.3% | -16.4% | +14.1% | -1.9% |
| 3Y | +24.4% | +35.2% | -10.8% | +13.4% |
| 5Y | +60.7% | -69.4% | +130.1% | +67.8% |
| All | +195.7% | -82.5% | +278.1% | +177.3% |
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