-80.4%
LYFT vs FIVE
+88.0%
-168.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.4% |
| 7D | -8.4% | -3.0% | -5.4% | -7.1% |
| 30D | -7.6% | +2.7% | -10.3% | -9.1% |
| 3M | +11.7% | +21.1% | -9.4% | +1.5% |
| 6M | +15.1% | +11.9% | +3.2% | +6.1% |
| YTD | -20.9% | +29.9% | -50.8% | -32.0% |
| 1Y | -16.4% | +67.8% | -84.2% | -36.9% |
| 3Y | +35.2% | +52.8% | -17.6% | -5.2% |
| 5Y | -69.4% | +31.3% | -100.7% | -77.8% |
| All | -80.4% | +88.0% | -168.4% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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