+1,416.9%
FLEX vs LYFT
-81.4%
+1,498.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +5.1% |
| 7D | +7.0% | -3.2% | +10.1% | +7.7% |
| 30D | -5.8% | -7.0% | +1.2% | -4.5% |
| 3M | -24.2% | +15.8% | -40.0% | -27.3% |
| 6M | +90.8% | +22.6% | +68.2% | +79.6% |
| YTD | +89.2% | -16.2% | +105.4% | +93.8% |
| 1Y | +104.7% | -8.3% | +113.0% | +102.6% |
| 3Y | +478.1% | +50.1% | +428.0% | +367.0% |
| 5Y | +726.2% | -67.4% | +793.6% | +811.6% |
| All | +1,416.9% | -81.4% | +1,498.3% | +1,073.6% |
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