-79.9%
FIG vs LYFT
+9.0%
-88.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.1% |
| 7D | -3.8% | -8.4% | +4.6% | -1.1% |
| 30D | -2.3% | -7.6% | +5.3% | +0.2% |
| 3M | +20.0% | +11.7% | +8.2% | +16.5% |
| 6M | -16.7% | +15.1% | -31.8% | -19.2% |
| YTD | -37.9% | -20.9% | -17.0% | -37.8% |
| 1Y | -58.5% | -16.4% | -42.2% | -57.1% |
| All | -79.9% | +9.0% | -88.9% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling