-67.1%
LYFT vs FICO
+91.4%
-158.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -0.6% | +2.2% | -2.9% | -1.4% |
| 30D | +3.0% | +0.1% | +3.0% | +2.3% |
| 3M | -0.9% | -35.2% | +34.3% | +11.4% |
| 6M | +24.1% | -32.4% | +56.5% | +33.9% |
| YTD | -12.3% | -57.4% | +45.1% | +13.0% |
| 1Y | -28.7% | -58.5% | +29.9% | -7.1% |
| 3Y | +73.8% | -28.9% | +102.7% | +56.7% |
| All | -67.1% | +91.4% | -158.6% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling