-70.4%
LYFT vs WYNN
-11.0%
-59.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.5% |
| 7D | -8.4% | -4.2% | -4.2% | -6.1% |
| 30D | -7.6% | -14.6% | +7.0% | +1.0% |
| 3M | +11.7% | -18.4% | +30.2% | +25.0% |
| 6M | +15.1% | -11.9% | +27.0% | +22.6% |
| YTD | -20.9% | -26.6% | +5.7% | -6.8% |
| 1Y | -16.4% | -28.5% | +12.2% | -0.9% |
| 3Y | +35.2% | -5.1% | +40.3% | +29.2% |
| All | -70.4% | -11.0% | -59.5% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 5y: compounded portfolio wealth divided by compounded WYNN 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…
5y analysis · Full analysis span regression · 6 months rolling