+279.4%
WELL vs LYFT
-82.5%
+361.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | -0.2% | -8.4% | +8.1% | +1.2% |
| 30D | +2.3% | -7.6% | +9.9% | +3.5% |
| 3M | +12.3% | +11.7% | +0.5% | +9.5% |
| 6M | +15.6% | +15.1% | +0.5% | +11.7% |
| YTD | +28.3% | -20.9% | +49.2% | +31.4% |
| 1Y | +41.9% | -16.4% | +58.3% | +42.3% |
| 3Y | +198.3% | +35.2% | +163.1% | +149.0% |
| 5Y | +206.4% | -69.4% | +275.8% | +242.0% |
| All | +279.4% | -82.5% | +361.9% | +178.6% |
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