+288.6%
META vs LYFT
-80.6%
+369.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.5% |
| 7D | +5.2% | -0.6% | +5.8% | +5.3% |
| 30D | -13.0% | +3.0% | -16.0% | -13.8% |
| 3M | +7.9% | -0.9% | +8.8% | +7.5% |
| 6M | +4.2% | +24.1% | -19.9% | -0.9% |
| YTD | -2.5% | -12.3% | +9.8% | -1.6% |
| 1Y | +5.6% | -28.7% | +34.2% | +10.7% |
| 3Y | +96.8% | +73.8% | +23.0% | +60.4% |
| 5Y | +90.0% | -67.9% | +158.0% | +93.7% |
| All | +288.6% | -80.6% | +369.2% | +245.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling