-80.4%
LYFT vs FE
+51.3%
-131.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -8.4% | -1.4% | -7.0% | -7.9% |
| 30D | -7.6% | -1.9% | -5.7% | -7.0% |
| 3M | +11.7% | -0.2% | +11.9% | +11.6% |
| 6M | +15.1% | -7.1% | +22.2% | +17.5% |
| YTD | -20.9% | +6.1% | -27.0% | -23.1% |
| 1Y | -16.4% | +10.1% | -26.5% | -20.0% |
| 3Y | +35.2% | +46.9% | -11.6% | +13.4% |
| 5Y | -69.4% | +50.0% | -119.4% | -75.2% |
| All | -80.4% | +51.3% | -131.7% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling