+128.5%
WFC vs LYFT
-82.5%
+211.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | +0.4% | -8.4% | +8.7% | +1.8% |
| 30D | +1.5% | -7.6% | +9.1% | +2.8% |
| 3M | +10.2% | +11.7% | -1.5% | +7.4% |
| 6M | +18.8% | +15.1% | +3.7% | +14.7% |
| YTD | -1.5% | -20.9% | +19.4% | +1.4% |
| 1Y | +13.5% | -16.4% | +29.9% | +14.6% |
| 3Y | +135.0% | +35.2% | +99.7% | +100.9% |
| 5Y | +130.1% | -69.4% | +199.4% | +150.4% |
| All | +128.5% | -82.5% | +211.0% | +108.9% |
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 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