+35.2%
LYFT vs FTV
-5.2%
+40.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.7% |
| 7D | -8.4% | -4.0% | -4.4% | -5.5% |
| 30D | -7.6% | -11.0% | +3.4% | +0.9% |
| 3M | +11.7% | -8.4% | +20.1% | +18.3% |
| 6M | +15.1% | -2.6% | +17.7% | +14.7% |
| YTD | -20.9% | -0.6% | -20.3% | -22.4% |
| 1Y | -16.4% | +11.0% | -27.3% | -26.7% |
| 3Y | +35.2% | -6.3% | +41.6% | +37.5% |
| All | +35.2% | -5.2% | +40.4% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling