-80.4%
LYFT vs FTI
+357.1%
-437.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | -8.4% | -4.4% | -4.0% | -6.8% |
| 30D | -7.6% | +1.5% | -9.1% | -8.2% |
| 3M | +11.7% | +8.2% | +3.5% | +7.2% |
| 6M | +15.1% | +18.8% | -3.7% | +5.9% |
| YTD | -20.9% | +71.7% | -92.6% | -37.3% |
| 1Y | -16.4% | +90.0% | -106.4% | -36.7% |
| 3Y | +35.2% | +270.5% | -235.3% | -24.0% |
| 5Y | -69.4% | +1,084.5% | -1,153.9% | -90.9% |
| All | -80.4% | +357.1% | -437.5% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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