+32.6%
LYFT vs FICO
+6.3%
+26.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | -13.1% | -14.1% | +1.1% | -9.6% |
| 30D | -14.4% | -7.5% | -6.9% | -13.1% |
| 3M | +12.2% | -21.3% | +33.4% | +18.0% |
| 6M | +13.4% | -25.2% | +38.6% | +20.0% |
| YTD | -22.5% | -43.2% | +20.7% | -10.0% |
| 1Y | -20.8% | -37.2% | +16.4% | -12.9% |
| All | +32.6% | +6.3% | +26.2% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling