+32.1%
FLUT vs LYFT
-82.5%
+114.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.7% |
| 7D | +0.4% | -8.4% | +8.8% | +1.5% |
| 30D | +2.5% | -7.6% | +10.1% | +3.6% |
| 3M | -9.2% | +11.7% | -21.0% | -10.5% |
| 6M | -8.2% | +15.1% | -23.3% | -9.8% |
| YTD | -53.2% | -20.9% | -32.3% | -52.1% |
| 1Y | -65.6% | -16.4% | -49.2% | -65.1% |
| 3Y | -43.6% | +35.2% | -78.8% | -47.7% |
| 5Y | -50.3% | -69.4% | +19.1% | -50.5% |
| All | +32.1% | -82.5% | +114.6% | +34.6% |
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 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