+126.4%
WFC vs LYFT
-82.8%
+209.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | +0.3% | -13.1% | +13.4% | +2.7% |
| 30D | +2.3% | -14.4% | +16.7% | +5.0% |
| 3M | +9.8% | +12.2% | -2.4% | +6.9% |
| 6M | +15.6% | +13.4% | +2.2% | +11.9% |
| YTD | -2.4% | -22.5% | +20.0% | +0.8% |
| 1Y | +13.8% | -20.8% | +34.6% | +16.0% |
| 3Y | +134.6% | +38.8% | +95.8% | +99.4% |
| 5Y | +127.9% | -70.0% | +197.9% | +149.0% |
| All | +126.4% | -82.8% | +209.2% | +107.7% |
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