+29.7%
FLUT vs LYFT
-82.8%
+112.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -3.6% | -13.1% | +9.5% | -1.9% |
| 30D | -0.3% | -14.4% | +14.0% | +1.6% |
| 3M | -12.6% | +12.2% | -24.8% | -13.9% |
| 6M | -8.0% | +13.4% | -21.3% | -9.4% |
| YTD | -54.1% | -22.5% | -31.7% | -52.9% |
| 1Y | -66.1% | -20.8% | -45.3% | -65.4% |
| 3Y | -45.0% | +38.8% | -83.8% | -49.2% |
| 5Y | -51.2% | -70.0% | +18.7% | -51.3% |
| All | +29.7% | -82.8% | +112.5% | +32.4% |
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