+290.0%
META vs LYFT
-82.8%
+372.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +5.5% | -13.1% | +18.6% | +8.2% |
| 30D | +7.6% | -14.4% | +21.9% | +10.6% |
| 3M | +13.0% | +12.2% | +0.8% | +10.1% |
| 6M | -1.3% | +13.4% | -14.7% | -4.3% |
| YTD | -2.2% | -22.5% | +20.3% | +1.5% |
| 1Y | -14.0% | -20.8% | +6.8% | -12.0% |
| 3Y | +118.2% | +38.8% | +79.4% | +85.9% |
| 5Y | +71.7% | -70.0% | +141.6% | +77.8% |
| All | +290.0% | -82.8% | +372.8% | +256.5% |
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