+113.2%
NFLX vs LYFT
-82.8%
+196.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -8.1% | -13.1% | +5.0% | -5.9% |
| 30D | +1.6% | -14.4% | +16.0% | +4.2% |
| 3M | -7.3% | +12.2% | -19.5% | -9.2% |
| 6M | -21.6% | +13.4% | -34.9% | -23.6% |
| YTD | -18.9% | -22.5% | +3.5% | -16.4% |
| 1Y | -39.1% | -20.8% | -18.3% | -37.7% |
| 3Y | +71.7% | +38.8% | +32.8% | +49.3% |
| 5Y | +27.0% | -70.0% | +96.9% | +26.6% |
| All | +113.2% | -82.8% | +196.0% | +102.4% |
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 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