+127.0%
MRK vs LYFT
-82.5%
+209.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.6% |
| 7D | -4.3% | -8.4% | +4.1% | -4.1% |
| 30D | +8.3% | -7.6% | +15.9% | +8.5% |
| 3M | +20.0% | +11.7% | +8.3% | +19.7% |
| 6M | +25.7% | +15.1% | +10.6% | +25.2% |
| YTD | +38.7% | -20.9% | +59.6% | +39.2% |
| 1Y | +74.7% | -16.4% | +91.1% | +74.8% |
| 3Y | +45.4% | +35.2% | +10.1% | +41.9% |
| 5Y | +129.0% | -69.4% | +198.4% | +137.3% |
| All | +127.0% | -82.5% | +209.5% | +115.0% |
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