-80.4%
LYFT vs IDXX
+127.4%
-207.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -8.4% | -5.7% | -2.6% | -5.2% |
| 30D | -7.6% | -11.5% | +3.9% | -1.1% |
| 3M | +11.7% | -9.5% | +21.3% | +17.8% |
| 6M | +15.1% | -16.0% | +31.1% | +26.1% |
| YTD | -20.9% | -25.4% | +4.5% | -7.4% |
| 1Y | -16.4% | -21.8% | +5.4% | -5.9% |
| 3Y | +35.2% | +7.0% | +28.2% | +18.3% |
| 5Y | -69.4% | -26.0% | -43.4% | -69.6% |
| All | -80.4% | +127.4% | -207.8% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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