+141.1%
FDX vs LYFT
-82.9%
+224.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.3% | +6.7% | -0.2% |
| 7D | -2.3% | -14.1% | +11.8% | 0.0% |
| 30D | -4.9% | -13.7% | +8.8% | -2.8% |
| 3M | -6.5% | +7.4% | -13.9% | -7.9% |
| 6M | +6.7% | +8.3% | -1.6% | +4.6% |
| YTD | +33.9% | -23.1% | +57.0% | +38.0% |
| 1Y | +72.2% | -19.0% | +91.2% | +74.3% |
| 3Y | +60.2% | +37.7% | +22.5% | +38.3% |
| 5Y | +62.9% | -70.5% | +133.4% | +74.3% |
| All | +141.1% | -82.9% | +224.0% | +116.3% |
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 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