+265.8%
WMB vs LYFT
-69.9%
+335.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.7% |
| 7D | -1.0% | -8.4% | +7.3% | -0.9% |
| 30D | -0.4% | -7.6% | +7.2% | -0.3% |
| 3M | +3.2% | +11.7% | -8.5% | +2.8% |
| 6M | +0.1% | +15.1% | -15.0% | -0.5% |
| YTD | +23.9% | -20.9% | +44.8% | +24.5% |
| 1Y | +27.6% | -16.4% | +44.0% | +27.9% |
| 3Y | +141.9% | +35.2% | +106.7% | +136.6% |
| All | +265.8% | -69.9% | +335.7% | +252.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling