+187.1%
FITB vs LYFT
-82.5%
+269.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -0.3% | -8.4% | +8.1% | +1.7% |
| 30D | -5.7% | -7.6% | +1.9% | -4.1% |
| 3M | +3.2% | +11.7% | -8.6% | -0.3% |
| 6M | +23.4% | +15.1% | +8.3% | +17.8% |
| YTD | +18.8% | -20.9% | +39.7% | +23.2% |
| 1Y | +25.0% | -16.4% | +41.4% | +26.1% |
| 3Y | +131.2% | +35.2% | +96.0% | +86.2% |
| 5Y | +70.7% | -69.4% | +140.0% | +90.9% |
| All | +187.1% | -82.5% | +269.5% | +130.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling