-22.6%
FPS vs LYFT
+17.1%
-39.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +12.4% | -29.7% | -16.3% |
| 7D | -23.3% | +14.7% | -38.0% | -22.5% |
| 30D | -42.4% | +19.1% | -61.6% | -42.3% |
| 3M | -43.0% | +12.0% | -55.1% | -42.5% |
| 6M | -44.5% | +33.3% | -77.8% | -45.8% |
| All | -22.6% | +17.1% | -39.7% | -25.6% |
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 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