+1,858.7%
TSLA vs LYFT
-82.5%
+1,941.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.1% |
| 7D | +3.2% | -8.4% | +11.6% | +5.7% |
| 30D | +11.6% | -7.6% | +19.2% | +13.9% |
| 3M | -8.4% | +11.7% | -20.2% | -11.8% |
| 6M | -10.4% | +15.1% | -25.5% | -14.6% |
| YTD | -18.7% | -20.9% | +2.2% | -14.7% |
| 1Y | -0.9% | -16.4% | +15.5% | +1.0% |
| 3Y | +33.6% | +35.2% | -1.6% | +6.5% |
| 5Y | +48.9% | -69.4% | +118.3% | +64.6% |
| All | +1,858.7% | -82.5% | +1,941.2% | +1,576.2% |
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 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