+122.8%
VALE vs LYFT
-82.5%
+205.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -0.3% | -8.4% | +8.1% | +0.9% |
| 30D | +8.6% | -7.6% | +16.2% | +9.7% |
| 3M | +2.0% | +11.7% | -9.8% | -0.1% |
| 6M | +2.1% | +15.1% | -13.0% | -0.6% |
| YTD | +20.2% | -20.9% | +41.1% | +22.8% |
| 1Y | +55.2% | -16.4% | +71.5% | +56.1% |
| 3Y | +45.9% | +35.2% | +10.7% | +29.0% |
| 5Y | +41.4% | -69.4% | +110.8% | +49.7% |
| All | +122.8% | -82.5% | +205.2% | +99.9% |
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