+98.5%
FLEX vs LYFT
-1.1%
+99.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.9% |
| 7D | -0.9% | -5.5% | +4.6% | -0.2% |
| 30D | -10.1% | +1.5% | -11.6% | -10.5% |
| 3M | -31.3% | +18.4% | -49.8% | -33.3% |
| 6M | +71.3% | +20.8% | +50.5% | +64.8% |
| YTD | +81.2% | -13.7% | +94.9% | +82.1% |
| 1Y | +98.5% | -0.4% | +98.9% | +101.0% |
| All | +98.5% | -1.1% | +99.6% | +101.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling