+716.8%
PANW vs LYFT
-82.5%
+799.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.7% |
| 7D | -0.8% | -8.4% | +7.6% | +0.6% |
| 30D | -14.6% | -7.6% | -7.0% | -13.7% |
| 3M | +18.3% | +11.7% | +6.5% | +15.5% |
| 6M | +100.5% | +15.1% | +85.4% | +94.6% |
| YTD | +79.5% | -20.9% | +100.4% | +84.3% |
| 1Y | +66.7% | -16.4% | +83.1% | +68.7% |
| 3Y | +161.2% | +35.2% | +126.0% | +128.7% |
| 5Y | +322.2% | -69.4% | +391.6% | +347.1% |
| All | +716.8% | -82.5% | +799.3% | +649.6% |
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 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