+186.9%
XOM vs LYFT
-82.5%
+269.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | +4.1% | -8.4% | +12.5% | +4.9% |
| 30D | +4.6% | -7.6% | +12.2% | +5.3% |
| 3M | +14.0% | +11.7% | +2.2% | +12.1% |
| 6M | +11.0% | +15.1% | -4.1% | +8.5% |
| YTD | +40.7% | -20.9% | +61.6% | +42.7% |
| 1Y | +52.3% | -16.4% | +68.7% | +52.6% |
| 3Y | +60.5% | +35.2% | +25.2% | +43.6% |
| 5Y | +266.4% | -69.4% | +335.8% | +295.5% |
| All | +186.9% | -82.5% | +269.4% | +161.6% |
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