+231.3%
LIN vs LYFT
-81.0%
+312.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | -0.4% |
| 7D | +0.2% | -6.9% | +7.1% | +0.9% |
| 30D | +6.2% | +1.4% | +4.8% | +5.9% |
| 3M | +9.3% | +0.2% | +9.2% | +9.1% |
| 6M | +4.4% | +19.7% | -15.3% | +2.1% |
| YTD | +23.7% | -14.2% | +38.0% | +24.5% |
| 1Y | +23.5% | -32.4% | +55.9% | +27.1% |
| 3Y | +35.8% | +61.9% | -26.1% | +21.5% |
| 5Y | +65.9% | -68.6% | +134.5% | +73.7% |
| All | +231.3% | -81.0% | +312.3% | +208.0% |
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