+271.3%
META vs LYFT
-81.4%
+352.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | 0.0% |
| 7D | +6.0% | -3.2% | +9.2% | +6.7% |
| 30D | +3.6% | -7.0% | +10.6% | +5.1% |
| 3M | +4.9% | +15.8% | -10.9% | +1.7% |
| 6M | -4.7% | +22.6% | -27.3% | -8.8% |
| YTD | -6.9% | -16.2% | +9.3% | -4.7% |
| 1Y | -18.2% | -8.3% | -9.9% | -18.5% |
| 3Y | +107.8% | +50.1% | +57.7% | +74.6% |
| 5Y | +63.9% | -67.4% | +131.3% | +67.4% |
| All | +271.3% | -81.4% | +352.7% | +234.9% |
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