+114.4%
META vs LYFT
+35.6%
+78.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -8.3% | +14.8% | +7.9% |
| 7D | +10.3% | -14.1% | +24.4% | +12.9% |
| 30D | +9.9% | -13.7% | +23.6% | +12.4% |
| 3M | +11.9% | +7.4% | +4.5% | +10.3% |
| 6M | +1.2% | +8.3% | -7.1% | -0.7% |
| YTD | -0.8% | -23.1% | +22.3% | +2.3% |
| 1Y | -14.3% | -19.0% | +4.6% | -13.1% |
| All | +114.4% | +35.6% | +78.8% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling