+361.6%
LRCX vs LYFT
+39.4%
+322.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -3.1% | -8.4% | +5.3% | -1.4% |
| 30D | -8.6% | -7.6% | -1.0% | -7.3% |
| 3M | -17.7% | +11.7% | -29.4% | -20.4% |
| 6M | +36.4% | +15.1% | +21.2% | +30.5% |
| YTD | +74.5% | -20.9% | +95.5% | +80.4% |
| 1Y | +159.4% | -16.4% | +175.8% | +162.7% |
| 3Y | +361.6% | +35.2% | +326.4% | +296.0% |
| All | +361.6% | +39.4% | +322.2% | +296.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling