+140.7%
MS vs LYFT
-70.7%
+211.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | -2.1% | -13.1% | +11.0% | -0.3% |
| 30D | -1.1% | -14.4% | +13.2% | +0.8% |
| 3M | +3.5% | +12.2% | -8.7% | +1.5% |
| 6M | +33.7% | +13.4% | +20.4% | +30.8% |
| YTD | +21.8% | -22.5% | +44.2% | +24.8% |
| 1Y | +41.1% | -20.8% | +61.9% | +43.3% |
| 3Y | +174.5% | +38.8% | +135.7% | +147.2% |
| 5Y | +140.7% | -70.0% | +210.6% | +150.2% |
| All | +140.7% | -70.7% | +211.3% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling