-3.5%
LYFT vs FDS
+31.1%
-34.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.9% | +9.5% | +11.6% |
| 7D | +14.7% | +9.4% | +5.3% | +11.9% |
| 30D | +19.1% | +23.8% | -4.6% | +12.3% |
| 3M | +12.0% | +25.1% | -13.1% | +5.2% |
| 6M | +33.3% | +53.8% | -20.5% | +18.6% |
| YTD | -3.3% | +19.6% | -22.8% | -17.1% |
| 1Y | -3.5% | +31.6% | -35.2% | -15.2% |
| All | -3.5% | +31.1% | -34.6% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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