+143.3%
FDX vs LYFT
-82.5%
+225.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -3.3% | -8.4% | +5.1% | -1.9% |
| 30D | -4.5% | -7.6% | +3.1% | -3.4% |
| 3M | -7.3% | +11.7% | -19.1% | -9.4% |
| 6M | +7.5% | +15.1% | -7.6% | +4.5% |
| YTD | +35.1% | -20.9% | +56.0% | +38.6% |
| 1Y | +71.4% | -16.4% | +87.8% | +72.7% |
| 3Y | +60.8% | +35.2% | +25.6% | +39.4% |
| 5Y | +65.5% | -69.4% | +134.8% | +75.8% |
| All | +143.3% | -82.5% | +225.7% | +117.3% |
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 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