+37.5%
QCOM vs LYFT
-70.5%
+108.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +4.9% | -13.1% | +18.0% | +7.6% |
| 30D | +9.3% | -14.4% | +23.7% | +12.3% |
| 3M | -7.0% | +12.2% | -19.2% | -9.5% |
| 6M | +32.0% | +13.4% | +18.7% | +27.9% |
| YTD | +5.0% | -22.5% | +27.5% | +8.7% |
| 1Y | +13.6% | -20.8% | +34.4% | +16.2% |
| 3Y | +77.6% | +38.8% | +38.8% | +53.1% |
| All | +37.5% | -70.5% | +108.0% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling