+73.6%
META vs LYFT
-69.9%
+143.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.1% |
| 7D | +5.1% | -8.4% | +13.4% | +6.8% |
| 30D | +12.0% | -7.6% | +19.6% | +13.6% |
| 3M | +14.1% | +11.7% | +2.4% | +11.0% |
| 6M | -0.9% | +15.1% | -16.0% | -4.5% |
| YTD | -1.7% | -20.9% | +19.3% | +1.9% |
| 1Y | -13.4% | -16.4% | +3.0% | -12.3% |
| 3Y | +112.6% | +35.2% | +77.3% | +77.1% |
| All | +73.6% | -69.9% | +143.6% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling