+23.3%
MMM vs LYFT
-82.5%
+105.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.1% |
| 7D | -2.1% | -8.4% | +6.2% | -1.3% |
| 30D | -9.8% | -7.6% | -2.2% | -9.2% |
| 3M | +4.9% | +11.7% | -6.8% | +3.5% |
| 6M | +7.3% | +15.1% | -7.8% | +5.4% |
| YTD | +4.5% | -20.9% | +25.4% | +6.2% |
| 1Y | +5.4% | -16.4% | +21.7% | +6.0% |
| 3Y | +98.6% | +35.2% | +63.4% | +83.5% |
| 5Y | +27.4% | -69.4% | +96.7% | +30.4% |
| All | +23.3% | -82.5% | +105.7% | +15.3% |
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