+9.0%
MSFT vs LYFT
-6.2%
+15.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +12.4% | -5.7% | +4.1% |
| 7D | +4.7% | +14.7% | -10.0% | +1.7% |
| 30D | +5.8% | +19.1% | -13.3% | +2.0% |
| 3M | +13.0% | +12.0% | +1.0% | +10.0% |
| 6M | +34.9% | +33.3% | +1.6% | +27.1% |
| YTD | +15.7% | -3.3% | +18.9% | +11.0% |
| 1Y | +9.0% | -3.5% | +12.5% | +4.3% |
| All | +9.0% | -6.2% | +15.2% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling