+7.4%
LYFT vs FN
-34.4%
+41.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.5% | -8.7% | -8.2% |
| 7D | -14.1% | +5.8% | -19.9% | -13.9% |
| 30D | -13.7% | -20.6% | +7.0% | -13.6% |
| 3M | +7.4% | -28.6% | +36.0% | +5.7% |
| All | +7.4% | -34.4% | +41.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 3mo: compounded portfolio wealth divided by compounded FN 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…
3mo analysis · Full analysis span regression · Available span rolling