+9.7%
FPS vs LYFT
-4.3%
+14.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +8.6% |
| 7D | +1.5% | -8.4% | +9.9% | +3.1% |
| 30D | -16.9% | -7.6% | -9.3% | -15.8% |
| 3M | -45.3% | +11.7% | -57.1% | -46.8% |
| 6M | -10.3% | +15.1% | -25.4% | -13.6% |
| All | +9.7% | -4.3% | +14.0% | +5.9% |
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