-80.4%
LYFT vs FICO
+267.7%
-348.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.8% |
| 7D | -8.4% | +5.7% | -14.1% | -11.1% |
| 30D | -7.6% | -5.6% | -2.0% | -6.4% |
| 3M | +11.7% | -16.9% | +28.6% | +17.8% |
| 6M | +15.1% | -15.4% | +30.5% | +17.5% |
| YTD | -20.9% | -41.7% | +20.8% | -3.0% |
| 1Y | -16.4% | -38.3% | +21.9% | -2.8% |
| 3Y | +35.2% | +8.9% | +26.3% | +2.9% |
| 5Y | -69.4% | +118.3% | -187.7% | -85.6% |
| All | -80.4% | +267.7% | -348.2% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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