+151.5%
MA vs LYFT
-82.9%
+234.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.7% | +0.7% |
| 7D | -3.5% | -14.1% | +10.6% | -1.2% |
| 30D | +0.8% | -13.7% | +14.4% | +3.0% |
| 3M | +14.8% | +7.4% | +7.4% | +13.1% |
| 6M | +10.0% | +8.3% | +1.7% | +8.0% |
| YTD | -0.1% | -23.1% | +23.0% | +3.0% |
| 1Y | -2.2% | -19.0% | +16.8% | -0.8% |
| 3Y | +39.3% | +37.7% | +1.6% | +20.4% |
| 5Y | +66.3% | -70.5% | +136.8% | +81.0% |
| All | +151.5% | -82.9% | +234.4% | +127.4% |
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