+237.6%
ORCL vs LYFT
-81.4%
+319.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +2.7% |
| 7D | +15.0% | -3.2% | +18.2% | +15.4% |
| 30D | +10.5% | -7.0% | +17.5% | +11.4% |
| 3M | -23.0% | +15.8% | -38.8% | -24.6% |
| 6M | +7.0% | +22.6% | -15.6% | +4.1% |
| YTD | -15.8% | -16.2% | +0.3% | -14.5% |
| 1Y | -31.1% | -8.3% | -22.8% | -31.0% |
| 3Y | +33.3% | +50.1% | -16.8% | +23.0% |
| 5Y | +94.3% | -67.4% | +161.7% | +97.1% |
| All | +237.6% | -81.4% | +319.0% | +214.3% |
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 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