-81.0%
LYFT vs FN
+691.3%
-772.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.5% | -8.7% | -8.4% |
| 7D | -14.1% | +5.8% | -19.9% | -15.5% |
| 30D | -13.7% | -20.6% | +7.0% | -9.4% |
| 3M | +7.4% | -28.6% | +36.0% | +14.1% |
| 6M | +8.3% | -20.7% | +29.0% | +6.8% |
| YTD | -23.1% | -8.1% | -14.9% | -29.3% |
| 1Y | -19.0% | +13.3% | -32.3% | -32.3% |
| 3Y | +37.7% | +175.7% | -138.0% | -27.8% |
| 5Y | -70.5% | +297.4% | -367.9% | -88.2% |
| All | -81.0% | +691.3% | -772.2% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling