+73.9%
MSFT vs LYFT
-69.9%
+143.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.4% |
| 7D | -0.8% | -8.4% | +7.6% | +0.2% |
| 30D | +0.8% | -7.6% | +8.4% | +1.7% |
| 3M | +27.2% | +11.7% | +15.5% | +25.4% |
| 6M | +22.9% | +15.1% | +7.8% | +20.7% |
| YTD | +3.1% | -20.9% | +24.0% | +5.1% |
| 1Y | -0.3% | -16.4% | +16.1% | +0.5% |
| 3Y | +50.1% | +35.2% | +14.9% | +36.6% |
| All | +73.9% | -69.9% | +143.8% | +78.1% |
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