-80.4%
LYFT vs FND
+13.5%
-94.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.5% |
| 7D | -8.4% | -5.8% | -2.6% | -5.5% |
| 30D | -7.6% | -20.2% | +12.6% | +3.7% |
| 3M | +11.7% | -12.0% | +23.7% | +17.6% |
| 6M | +15.1% | -18.5% | +33.6% | +23.4% |
| YTD | -20.9% | -22.3% | +1.3% | -14.2% |
| 1Y | -16.4% | -47.6% | +31.3% | +11.5% |
| 3Y | +35.2% | -49.8% | +85.0% | +71.5% |
| 5Y | -69.4% | -63.0% | -6.4% | -55.7% |
| All | -80.4% | +13.5% | -94.0% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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