+279.4%
QCOM vs LYFT
-82.5%
+361.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.5% |
| 7D | +7.8% | -8.4% | +16.2% | +9.5% |
| 30D | +12.2% | -7.6% | +19.8% | +13.7% |
| 3M | -9.9% | +11.7% | -21.6% | -12.2% |
| 6M | +36.9% | +15.1% | +21.8% | +32.2% |
| YTD | +8.0% | -20.9% | +29.0% | +11.5% |
| 1Y | +15.0% | -16.4% | +31.4% | +16.5% |
| 3Y | +75.8% | +35.2% | +40.6% | +52.0% |
| 5Y | +42.2% | -69.4% | +111.6% | +50.7% |
| All | +279.4% | -82.5% | +361.9% | +288.1% |
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