+185.6%
FITB vs LYFT
-82.8%
+268.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.0% | -13.1% | +12.1% | +2.2% |
| 30D | -5.5% | -14.4% | +8.9% | -2.2% |
| 3M | +4.1% | +12.2% | -8.1% | +0.6% |
| 6M | +18.7% | +13.4% | +5.4% | +13.8% |
| YTD | +18.2% | -22.5% | +40.6% | +23.1% |
| 1Y | +23.7% | -20.8% | +44.4% | +26.4% |
| 3Y | +130.8% | +38.8% | +91.9% | +84.2% |
| 5Y | +69.8% | -70.0% | +139.7% | +90.7% |
| All | +185.6% | -82.8% | +268.4% | +130.5% |
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