+35.2%
LYFT vs FIVE
+50.7%
-15.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.6% |
| 7D | -8.4% | -3.0% | -5.4% | -7.6% |
| 30D | -7.6% | +2.7% | -10.3% | -8.4% |
| 3M | +11.7% | +21.1% | -9.4% | +5.6% |
| 6M | +15.1% | +11.9% | +3.2% | +9.9% |
| YTD | -20.9% | +29.9% | -50.8% | -27.7% |
| 1Y | -16.4% | +67.8% | -84.2% | -29.5% |
| 3Y | +35.2% | +52.8% | -17.6% | -8.0% |
| All | +35.2% | +50.7% | -15.5% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling