-80.4%
LYFT vs FOXA
+100.0%
-180.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.3% |
| 7D | -8.4% | +0.8% | -9.2% | -8.7% |
| 30D | -7.6% | +5.0% | -12.6% | -10.3% |
| 3M | +11.7% | -3.0% | +14.8% | +11.3% |
| 6M | +15.1% | +14.8% | +0.3% | +2.1% |
| YTD | -20.9% | -8.9% | -12.0% | -18.6% |
| 1Y | -16.4% | +13.3% | -29.7% | -25.5% |
| 3Y | +35.2% | +115.4% | -80.2% | -22.6% |
| 5Y | -69.4% | +95.3% | -164.6% | -81.5% |
| All | -80.4% | +100.0% | -180.4% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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