+265.0%
PSX vs LYFT
-82.8%
+347.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +1.5% | -13.1% | +14.6% | +3.8% |
| 30D | +15.8% | -14.4% | +30.2% | +18.7% |
| 3M | +43.0% | +12.2% | +30.8% | +39.3% |
| 6M | +61.1% | +13.4% | +47.7% | +56.1% |
| YTD | +104.5% | -22.5% | +127.0% | +110.1% |
| 1Y | +102.5% | -20.8% | +123.3% | +105.2% |
| 3Y | +133.5% | +38.8% | +94.7% | +97.5% |
| 5Y | +367.0% | -70.0% | +436.9% | +420.0% |
| All | +265.0% | -82.8% | +347.8% | +236.0% |
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