+316.0%
QQQ vs LYFT
-82.5%
+398.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | -0.6% | -8.4% | +7.8% | +0.6% |
| 30D | -1.2% | -7.6% | +6.4% | -0.2% |
| 3M | -0.2% | +11.7% | -11.9% | -2.2% |
| 6M | +17.9% | +15.1% | +2.8% | +14.9% |
| YTD | +16.6% | -20.9% | +37.6% | +19.5% |
| 1Y | +23.0% | -16.4% | +39.4% | +24.1% |
| 3Y | +92.9% | +35.2% | +57.7% | +71.5% |
| 5Y | +95.6% | -69.4% | +165.0% | +101.3% |
| All | +316.0% | -82.5% | +398.4% | +286.0% |
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