-16.4%
LYFT vs FCUV
-94.5%
+78.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +2.0% |
| 7D | -8.4% | -66.5% | +58.1% | -8.0% |
| 30D | -7.6% | +5.0% | -12.6% | -7.8% |
| 3M | +11.7% | +63.8% | -52.0% | +9.7% |
| 6M | +15.1% | -67.8% | +82.9% | +19.2% |
| YTD | -20.9% | -82.4% | +61.5% | -15.6% |
| 1Y | -16.4% | -94.7% | +78.4% | -8.0% |
| All | -16.4% | -94.5% | +78.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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