+22.9%
MSFT vs LYFT
+14.2%
+8.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | 0.0% |
| 7D | -0.8% | -8.4% | +7.6% | +1.9% |
| 30D | +0.8% | -7.6% | +8.4% | +3.2% |
| 3M | +27.2% | +11.7% | +15.5% | +20.8% |
| 6M | +22.9% | +15.1% | +7.8% | +15.0% |
| All | +22.9% | +14.2% | +8.7% | +15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling