+22.9%
MMM vs LYFT
-82.9%
+105.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | -1.0% |
| 7D | -2.6% | -14.1% | +11.5% | -1.1% |
| 30D | -9.3% | -13.7% | +4.4% | -8.0% |
| 3M | +5.6% | +7.4% | -1.8% | +4.6% |
| 6M | +9.5% | +8.3% | +1.2% | +8.1% |
| YTD | +4.1% | -23.1% | +27.2% | +6.1% |
| 1Y | +9.4% | -19.0% | +28.4% | +10.4% |
| 3Y | +101.0% | +37.7% | +63.3% | +85.3% |
| 5Y | +26.1% | -70.5% | +96.6% | +29.6% |
| All | +22.9% | -82.9% | +105.8% | +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 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