-78.3%
LYFT vs FICO
+168.8%
-247.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -0.6% | +2.2% | -2.9% | -1.6% |
| 30D | +3.0% | +0.1% | +3.0% | +2.1% |
| 3M | -0.9% | -35.2% | +34.3% | +14.4% |
| 6M | +24.1% | -32.4% | +56.5% | +36.2% |
| YTD | -12.3% | -57.4% | +45.1% | +18.9% |
| 1Y | -28.7% | -58.5% | +29.9% | -2.1% |
| 3Y | +73.8% | -28.9% | +102.7% | +57.5% |
| 5Y | -67.9% | +91.7% | -159.6% | -85.3% |
| All | -78.3% | +168.8% | -247.1% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling