+188.7%
RTX vs LYFT
-82.9%
+271.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.6% | +0.5% |
| 7D | -1.6% | -14.1% | +12.5% | +0.4% |
| 30D | -11.6% | -13.7% | +2.1% | -9.9% |
| 3M | +9.2% | +7.4% | +1.7% | +7.6% |
| 6M | -4.4% | +8.3% | -12.7% | -6.2% |
| YTD | +8.9% | -23.1% | +32.0% | +11.6% |
| 1Y | +32.1% | -19.0% | +51.1% | +33.4% |
| 3Y | +151.2% | +37.7% | +113.5% | +116.5% |
| 5Y | +162.9% | -70.5% | +233.4% | +192.0% |
| All | +188.7% | -82.9% | +271.7% | +152.2% |
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