+274.1%
WMB vs LYFT
-82.8%
+356.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.2% |
| 7D | -1.7% | -13.1% | +11.4% | -0.1% |
| 30D | +0.7% | -14.4% | +15.1% | +2.4% |
| 3M | +1.5% | +12.2% | -10.7% | -0.4% |
| 6M | +0.1% | +13.4% | -13.3% | -2.4% |
| YTD | +22.9% | -22.5% | +45.4% | +25.2% |
| 1Y | +27.9% | -20.8% | +48.6% | +29.1% |
| 3Y | +139.1% | +38.8% | +100.3% | +109.2% |
| 5Y | +270.9% | -70.0% | +340.9% | +303.7% |
| All | +274.1% | -82.8% | +356.9% | +201.3% |
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