+100.0%
MSTR vs LYFT
-70.5%
+170.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | -11.2% | -13.1% | +1.9% | -5.2% |
| 30D | +33.8% | -14.4% | +48.2% | +43.5% |
| 3M | +11.5% | +12.2% | -0.7% | +5.0% |
| 6M | -7.2% | +13.4% | -20.5% | -13.4% |
| YTD | -15.4% | -22.5% | +7.1% | -6.6% |
| 1Y | -60.6% | -20.8% | -39.8% | -57.8% |
| 3Y | +260.8% | +38.8% | +222.0% | +149.8% |
| All | +100.0% | -70.5% | +170.5% | +166.0% |
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 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