+6.9%
XYZ vs LYFT
-81.4%
+88.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.2% |
| 7D | +2.9% | -3.2% | +6.0% | +4.1% |
| 30D | +1.4% | -7.0% | +8.4% | +4.0% |
| 3M | +14.6% | +15.8% | -1.3% | +8.5% |
| 6M | +20.8% | +22.6% | -1.8% | +11.6% |
| YTD | +23.1% | -16.2% | +39.2% | +29.4% |
| 1Y | +5.6% | -8.3% | +13.9% | +5.1% |
| 3Y | +50.9% | +50.1% | +0.8% | +10.2% |
| 5Y | -68.6% | -67.4% | -1.2% | -64.6% |
| All | +6.9% | -81.4% | +88.3% | -1.8% |
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