+5.7%
XYZ vs LYFT
-82.5%
+88.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.5% |
| 7D | -4.3% | -8.4% | +4.1% | -1.4% |
| 30D | +1.2% | -7.6% | +8.8% | +4.0% |
| 3M | +14.6% | +11.7% | +2.9% | +9.8% |
| 6M | +22.6% | +15.1% | +7.5% | +15.7% |
| YTD | +21.7% | -20.9% | +42.6% | +30.5% |
| 1Y | +6.7% | -16.4% | +23.1% | +9.8% |
| 3Y | +46.8% | +35.2% | +11.6% | +11.4% |
| 5Y | -68.0% | -69.4% | +1.3% | -63.3% |
| All | +5.7% | -82.5% | +88.2% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling