+212.2%
ORCL vs LYFT
-82.5%
+294.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.0% |
| 7D | -5.4% | -8.4% | +3.0% | -4.4% |
| 30D | -2.0% | -7.6% | +5.6% | -1.1% |
| 3M | -18.1% | +11.7% | -29.8% | -19.4% |
| 6M | -7.2% | +15.1% | -22.3% | -9.0% |
| YTD | -22.2% | -20.9% | -1.2% | -20.4% |
| 1Y | -50.6% | -16.4% | -34.3% | -50.1% |
| 3Y | +22.9% | +35.2% | -12.4% | +14.7% |
| 5Y | +79.3% | -69.4% | +148.6% | +83.1% |
| All | +212.2% | -82.5% | +294.7% | +192.6% |
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