+31.3%
NFLX vs LYFT
-69.9%
+101.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.4% |
| 7D | -1.1% | -8.4% | +7.3% | +0.6% |
| 30D | +4.3% | -7.6% | +11.9% | +5.9% |
| 3M | -4.8% | +11.7% | -16.5% | -7.1% |
| 6M | -18.4% | +15.1% | -33.5% | -21.2% |
| YTD | -17.4% | -20.9% | +3.5% | -14.6% |
| 1Y | -35.7% | -16.4% | -19.3% | -34.7% |
| 3Y | +73.8% | +35.2% | +38.6% | +44.5% |
| All | +31.3% | -69.9% | +101.3% | +36.2% |
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