-41.6%
FISV vs LYFT
-82.5%
+40.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +5.1% |
| 7D | -2.7% | -8.4% | +5.7% | -1.4% |
| 30D | 0.0% | -7.6% | +7.6% | +1.2% |
| 3M | -2.8% | +11.7% | -14.5% | -4.6% |
| 6M | -11.8% | +15.1% | -26.9% | -13.9% |
| YTD | -23.2% | -20.9% | -2.3% | -21.2% |
| 1Y | -62.0% | -16.4% | -45.6% | -61.6% |
| 3Y | -57.6% | +35.2% | -92.8% | -62.3% |
| 5Y | -53.4% | -69.4% | +16.0% | -50.2% |
| All | -41.6% | -82.5% | +40.9% | -48.5% |
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