-80.8%
FIG vs LYFT
+6.8%
-87.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -12.2% | -13.1% | +0.9% | -8.1% |
| 30D | -11.0% | -14.4% | +3.4% | -6.5% |
| 3M | +11.9% | +12.2% | -0.3% | +8.7% |
| 6M | -21.9% | +13.4% | -35.3% | -23.8% |
| YTD | -40.8% | -22.5% | -18.3% | -40.3% |
| 1Y | -56.6% | -20.8% | -35.9% | -55.4% |
| All | -80.8% | +6.8% | -87.7% | -77.7% |
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 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