+1,660.3%
PLTR vs LYFT
-44.0%
+1,704.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.1% |
| 7D | -4.1% | -8.4% | +4.3% | -1.1% |
| 30D | -2.2% | -7.6% | +5.4% | +0.3% |
| 3M | +27.6% | +11.7% | +15.8% | +22.2% |
| 6M | +10.3% | +15.1% | -4.8% | +4.4% |
| YTD | -5.9% | -20.9% | +15.0% | +1.0% |
| 1Y | +1.7% | -16.4% | +18.1% | +5.3% |
| 3Y | +959.1% | +35.2% | +923.9% | +720.2% |
| 5Y | +536.3% | -69.4% | +605.7% | +594.9% |
| All | +1,660.3% | -44.0% | +1,704.3% | +1,763.2% |
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