-70.4%
LYFT vs FDS
-29.0%
-41.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.5% |
| 7D | -8.4% | -14.0% | +5.6% | -2.7% |
| 30D | -7.6% | -6.2% | -1.4% | -5.4% |
| 3M | +11.7% | +10.2% | +1.6% | +6.5% |
| 6M | +15.1% | +27.4% | -12.3% | +2.2% |
| YTD | -20.9% | -9.3% | -11.6% | -19.3% |
| 1Y | -16.4% | -28.6% | +12.3% | -4.6% |
| 3Y | +35.2% | -36.8% | +72.0% | +61.8% |
| All | -70.4% | -29.0% | -41.4% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling