+440.7%
XLK vs LYFT
-82.5%
+523.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | +0.2% | -8.4% | +8.6% | +1.5% |
| 30D | -0.6% | -7.6% | +7.0% | +0.4% |
| 3M | +2.6% | +11.7% | -9.2% | +0.3% |
| 6M | +34.0% | +15.1% | +18.9% | +30.2% |
| YTD | +30.7% | -20.9% | +51.6% | +34.0% |
| 1Y | +39.2% | -16.4% | +55.6% | +40.5% |
| 3Y | +120.4% | +35.2% | +85.2% | +95.1% |
| 5Y | +148.8% | -69.4% | +218.2% | +158.9% |
| All | +440.7% | -82.5% | +523.1% | +395.0% |
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