-78.6%
LYFT vs FICO
+247.9%
-326.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -16.7% | +13.4% | +4.8% |
| 7D | -5.5% | -19.2% | +13.6% | +3.8% |
| 30D | +1.5% | -14.6% | +16.0% | +8.2% |
| 3M | +18.4% | -20.1% | +38.5% | +27.5% |
| 6M | +20.8% | -36.3% | +57.1% | +42.6% |
| YTD | -13.7% | -44.9% | +31.2% | +9.2% |
| 1Y | -0.4% | -38.6% | +38.2% | +15.7% |
| 3Y | +35.5% | +4.0% | +31.5% | +5.6% |
| 5Y | -65.3% | +99.5% | -164.8% | -82.9% |
| All | -78.6% | +247.9% | -326.5% | -92.7% |
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