+164.1%
MU vs LYFT
+11.7%
+152.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.3% | +11.0% | +3.5% |
| 7D | +7.5% | -14.1% | +21.6% | +9.0% |
| 30D | +19.4% | -13.7% | +33.0% | +20.6% |
| 3M | +9.8% | +7.4% | +2.4% | +3.8% |
| 6M | +164.1% | +8.3% | +155.9% | +148.3% |
| All | +164.1% | +11.7% | +152.4% | +148.3% |
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