+11.4%
FPS vs LYFT
+1.5%
+9.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +5.9% | +3.6% |
| 7D | +10.4% | -3.2% | +13.5% | +10.9% |
| 30D | -16.5% | -7.0% | -9.5% | -15.6% |
| 3M | -45.5% | +15.8% | -61.4% | -47.3% |
| 6M | +2.1% | +22.6% | -20.5% | -2.8% |
| All | +11.4% | +1.5% | +9.9% | +6.4% |
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