+182.7%
MS vs LYFT
+35.6%
+147.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.8% | +0.8% |
| 7D | +1.7% | -14.1% | +15.8% | +3.9% |
| 30D | 0.0% | -13.7% | +13.7% | +2.0% |
| 3M | +3.0% | +7.4% | -4.4% | +1.5% |
| 6M | +35.7% | +8.3% | +27.4% | +33.3% |
| YTD | +23.3% | -23.1% | +46.4% | +26.6% |
| 1Y | +44.7% | -19.0% | +63.7% | +46.4% |
| All | +182.7% | +35.6% | +147.1% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling