-80.8%
LYFT vs FIVE
+85.4%
-166.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.9% |
| 7D | -13.1% | +0.6% | -13.6% | -13.4% |
| 30D | -14.4% | +3.0% | -17.4% | -15.9% |
| 3M | +12.2% | +23.2% | -11.0% | +1.1% |
| 6M | +13.4% | +9.2% | +4.2% | +5.7% |
| YTD | -22.5% | +28.1% | -50.6% | -32.9% |
| 1Y | -20.8% | +65.3% | -86.0% | -39.8% |
| 3Y | +38.8% | +49.4% | -10.6% | -1.7% |
| 5Y | -70.0% | +29.5% | -99.5% | -78.1% |
| All | -80.8% | +85.4% | -166.3% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling