-25.5%
FIS vs LYFT
+39.4%
-64.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | -7.9% | -8.4% | +0.5% | -6.8% |
| 30D | -8.0% | -7.6% | -0.4% | -7.0% |
| 3M | +0.6% | +11.7% | -11.1% | -0.9% |
| 6M | -22.2% | +15.1% | -37.3% | -23.7% |
| YTD | -40.8% | -20.9% | -19.9% | -39.6% |
| 1Y | -41.5% | -16.4% | -25.1% | -41.0% |
| 3Y | -25.5% | +35.2% | -60.7% | -35.0% |
| All | -25.5% | +39.4% | -64.9% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling