+201.6%
IVV vs LYFT
-82.9%
+284.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.8% | +0.6% |
| 7D | -0.4% | -14.1% | +13.8% | +1.5% |
| 30D | -1.4% | -13.7% | +12.3% | +0.4% |
| 3M | +3.7% | +7.4% | -3.7% | +2.4% |
| 6M | +13.0% | +8.3% | +4.8% | +11.3% |
| YTD | +12.4% | -23.1% | +35.5% | +15.2% |
| 1Y | +18.6% | -19.0% | +37.6% | +19.9% |
| 3Y | +78.1% | +37.7% | +40.4% | +59.6% |
| 5Y | +82.3% | -70.5% | +152.8% | +90.8% |
| All | +201.6% | -82.9% | +284.5% | +178.3% |
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