-80.4%
LYFT vs FLR
+51.3%
-131.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | -8.4% | -3.5% | -4.9% | -7.2% |
| 30D | -7.6% | +4.2% | -11.8% | -9.1% |
| 3M | +11.7% | +8.1% | +3.7% | +7.4% |
| 6M | +15.1% | +21.5% | -6.4% | +4.3% |
| YTD | -20.9% | +36.8% | -57.7% | -31.4% |
| 1Y | -16.4% | +31.2% | -47.6% | -26.8% |
| 3Y | +35.2% | +53.9% | -18.7% | +6.9% |
| 5Y | -69.4% | +243.0% | -312.4% | -82.5% |
| All | -80.4% | +51.3% | -131.7% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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