+850.7%
LLY vs LYFT
-82.8%
+933.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -3.2% | -13.1% | +9.9% | -2.5% |
| 30D | -7.4% | -14.4% | +6.9% | -6.8% |
| 3M | -1.0% | +12.2% | -13.2% | -1.7% |
| 6M | +12.5% | +13.4% | -0.9% | +11.6% |
| YTD | +5.0% | -22.5% | +27.5% | +5.9% |
| 1Y | +49.8% | -20.8% | +70.5% | +50.5% |
| 3Y | +95.5% | +38.8% | +56.7% | +87.7% |
| 5Y | +390.7% | -70.0% | +460.6% | +399.2% |
| All | +850.7% | -82.8% | +933.5% | +839.0% |
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