+130.5%
PLD vs LYFT
-82.5%
+213.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | -1.2% | -8.4% | +7.2% | -0.2% |
| 30D | -3.5% | -7.6% | +4.1% | -2.7% |
| 3M | -7.1% | +11.7% | -18.8% | -8.6% |
| 6M | +2.6% | +15.1% | -12.5% | +0.2% |
| YTD | +8.0% | -20.9% | +28.9% | +10.0% |
| 1Y | +22.1% | -16.4% | +38.4% | +22.6% |
| 3Y | +22.3% | +35.2% | -12.9% | +10.6% |
| 5Y | +17.3% | -69.4% | +86.7% | +19.7% |
| All | +130.5% | -82.5% | +213.0% | +108.4% |
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 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