+819.9%
MSTR vs LYFT
-82.9%
+902.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.3% | +5.5% | +0.4% |
| 7D | +7.7% | -14.1% | +21.8% | +14.2% |
| 30D | +36.3% | -13.7% | +50.0% | +43.9% |
| 3M | +13.4% | +7.4% | +6.0% | +10.0% |
| 6M | -4.5% | +8.3% | -12.8% | -8.1% |
| YTD | -12.7% | -23.1% | +10.4% | -4.8% |
| 1Y | -59.6% | -19.0% | -40.6% | -57.4% |
| 3Y | +272.5% | +37.7% | +234.8% | +190.3% |
| 5Y | +107.1% | -70.5% | +177.6% | +137.3% |
| All | +819.9% | -82.9% | +902.9% | +730.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling