+275.2%
MSTR vs LYFT
+36.7%
+238.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | -11.2% | -13.1% | +1.9% | -6.1% |
| 30D | +33.8% | -14.4% | +48.2% | +42.0% |
| 3M | +11.5% | +12.2% | -0.7% | +6.1% |
| 6M | -7.2% | +13.4% | -20.5% | -12.3% |
| YTD | -15.4% | -22.5% | +7.1% | -8.3% |
| 1Y | -60.6% | -20.8% | -39.8% | -58.2% |
| All | +275.2% | +36.7% | +238.5% | +201.7% |
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