+674.3%
FLEX vs LYFT
-70.5%
+744.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.3% |
| 7D | +0.1% | -13.1% | +13.2% | +2.4% |
| 30D | -11.8% | -14.4% | +2.6% | -9.7% |
| 3M | -22.6% | +12.2% | -34.7% | -24.6% |
| 6M | +77.3% | +13.4% | +64.0% | +71.9% |
| YTD | +78.8% | -22.5% | +101.2% | +84.2% |
| 1Y | +86.1% | -20.8% | +106.8% | +89.5% |
| 3Y | +446.2% | +38.8% | +407.4% | +383.7% |
| All | +674.3% | -70.5% | +744.9% | +735.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling