+35.2%
LYFT vs FLNC
-62.9%
+98.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.6% |
| 7D | -8.4% | -4.1% | -4.3% | -7.8% |
| 30D | -7.6% | -24.8% | +17.2% | -3.7% |
| 3M | +11.7% | -59.1% | +70.8% | +26.5% |
| 6M | +15.1% | -42.0% | +57.1% | +18.0% |
| YTD | -20.9% | -49.8% | +28.9% | -19.0% |
| 1Y | -16.4% | +43.1% | -59.5% | -34.8% |
| 3Y | +35.2% | -61.0% | +96.2% | +24.7% |
| All | +35.2% | -62.9% | +98.1% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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