+193.1%
MET vs LYFT
-82.5%
+275.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | 0.0% |
| 7D | -0.5% | -8.4% | +7.9% | +0.9% |
| 30D | +0.5% | -7.6% | +8.1% | +1.7% |
| 3M | +11.6% | +11.7% | -0.1% | +9.1% |
| 6M | +40.8% | +15.1% | +25.7% | +36.6% |
| YTD | +25.7% | -20.9% | +46.6% | +28.9% |
| 1Y | +24.4% | -16.4% | +40.7% | +25.3% |
| 3Y | +67.5% | +35.2% | +32.2% | +44.1% |
| 5Y | +85.8% | -69.4% | +155.2% | +102.5% |
| All | +193.1% | -82.5% | +275.5% | +169.8% |
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