+266.3%
PSX vs LYFT
-82.5%
+348.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | 0.0% |
| 7D | +1.7% | -8.4% | +10.1% | +3.1% |
| 30D | +15.6% | -7.6% | +23.2% | +17.0% |
| 3M | +46.5% | +11.7% | +34.7% | +42.8% |
| 6M | +55.0% | +15.1% | +39.9% | +49.8% |
| YTD | +105.3% | -20.9% | +126.2% | +110.2% |
| 1Y | +101.6% | -16.4% | +118.0% | +102.4% |
| 3Y | +134.1% | +35.2% | +98.9% | +99.3% |
| 5Y | +368.7% | -69.4% | +438.1% | +420.2% |
| All | +266.3% | -82.5% | +348.8% | +236.2% |
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