+117.1%
NFLX vs LYFT
-82.5%
+199.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.5% |
| 7D | -1.1% | -8.4% | +7.3% | +0.3% |
| 30D | +4.3% | -7.6% | +11.9% | +5.6% |
| 3M | -4.8% | +11.7% | -16.5% | -6.7% |
| 6M | -18.4% | +15.1% | -33.5% | -20.7% |
| YTD | -17.4% | -20.9% | +3.5% | -15.1% |
| 1Y | -35.7% | -16.4% | -19.3% | -34.8% |
| 3Y | +73.8% | +35.2% | +38.6% | +52.0% |
| 5Y | +29.3% | -69.4% | +98.6% | +28.5% |
| All | +117.1% | -82.5% | +199.5% | +105.4% |
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