+267.8%
QCOM vs LYFT
-82.9%
+350.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.6% | +2.9% |
| 7D | +4.4% | -14.1% | +18.5% | +7.3% |
| 30D | +9.4% | -13.7% | +23.0% | +12.2% |
| 3M | -13.7% | +7.4% | -21.1% | -15.3% |
| 6M | +28.9% | +8.3% | +20.6% | +25.9% |
| YTD | +4.7% | -23.1% | +27.8% | +8.7% |
| 1Y | +13.5% | -19.0% | +32.5% | +15.6% |
| 3Y | +77.1% | +37.7% | +39.4% | +52.5% |
| 5Y | +38.9% | -70.5% | +109.4% | +48.3% |
| All | +267.8% | -82.9% | +350.8% | +278.3% |
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