+3,264.4%
FIX vs LYFT
-82.5%
+3,346.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +5.9% |
| 7D | +5.0% | -8.4% | +13.4% | +6.6% |
| 30D | -2.7% | -7.6% | +4.9% | -1.5% |
| 3M | -8.2% | +11.7% | -20.0% | -10.7% |
| 6M | +20.3% | +15.1% | +5.2% | +15.9% |
| YTD | +81.4% | -20.9% | +102.3% | +86.5% |
| 1Y | +121.5% | -16.4% | +137.9% | +123.3% |
| 3Y | +807.4% | +35.2% | +772.2% | +692.1% |
| 5Y | +2,306.7% | -69.4% | +2,376.1% | +2,494.9% |
| All | +3,264.4% | -82.5% | +3,346.8% | +2,863.1% |
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