+315.1%
FERG vs LYFT
-82.5%
+397.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -2.6% | -8.4% | +5.8% | -1.8% |
| 30D | -8.9% | -7.6% | -1.3% | -8.3% |
| 3M | -2.0% | +11.7% | -13.8% | -3.2% |
| 6M | -3.2% | +15.1% | -18.3% | -4.7% |
| YTD | +1.5% | -20.9% | +22.4% | +2.9% |
| 1Y | +0.5% | -16.4% | +16.9% | +1.0% |
| 3Y | +50.4% | +35.2% | +15.2% | +41.7% |
| 5Y | +68.7% | -69.4% | +138.1% | +64.0% |
| All | +315.1% | -82.5% | +397.6% | +330.5% |
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