+2,319.9%
MU vs LYFT
-82.5%
+2,402.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | -4.1% | -8.4% | +4.3% | -2.2% |
| 30D | +7.0% | -7.6% | +14.6% | +8.7% |
| 3M | -2.1% | +11.7% | -13.8% | -5.7% |
| 6M | +133.1% | +15.1% | +118.0% | +122.7% |
| YTD | +241.9% | -20.9% | +262.8% | +254.2% |
| 1Y | +548.8% | -16.4% | +565.1% | +558.3% |
| 3Y | +1,308.2% | +35.2% | +1,273.0% | +1,084.6% |
| 5Y | +1,260.7% | -69.4% | +1,330.1% | +1,401.3% |
| All | +2,319.9% | -82.5% | +2,402.3% | +2,101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling