+3,180.1%
FIX vs LYFT
-81.4%
+3,261.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +2.9% |
| 7D | +6.1% | -3.2% | +9.2% | +6.6% |
| 30D | -2.7% | -7.0% | +4.3% | -1.6% |
| 3M | -10.9% | +15.8% | -26.8% | -13.8% |
| 6M | +29.0% | +22.6% | +6.4% | +23.0% |
| YTD | +76.9% | -16.2% | +93.0% | +80.0% |
| 1Y | +130.7% | -8.3% | +139.0% | +128.7% |
| 3Y | +790.7% | +50.1% | +740.6% | +663.1% |
| 5Y | +2,185.6% | -67.4% | +2,253.0% | +2,336.4% |
| All | +3,180.1% | -81.4% | +3,261.5% | +2,759.4% |
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