+59.1%
MCD vs LYFT
-82.9%
+142.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.3% | -0.3% |
| 7D | -2.9% | -14.1% | +11.3% | -1.7% |
| 30D | -6.7% | -13.7% | +6.9% | -5.7% |
| 3M | -9.6% | +7.4% | -17.0% | -10.3% |
| 6M | -22.3% | +8.3% | -30.6% | -23.1% |
| YTD | -15.4% | -23.1% | +7.6% | -14.2% |
| 1Y | -16.8% | -19.0% | +2.2% | -16.3% |
| 3Y | -2.4% | +37.7% | -40.1% | -9.9% |
| 5Y | +19.4% | -70.5% | +89.9% | +27.6% |
| All | +59.1% | -82.9% | +142.1% | +38.1% |
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