-80.4%
LYFT vs FTV
+7.0%
-87.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.7% |
| 7D | -8.4% | -4.0% | -4.4% | -5.1% |
| 30D | -7.6% | -11.0% | +3.4% | +1.9% |
| 3M | +11.7% | -8.4% | +20.1% | +19.2% |
| 6M | +15.1% | -2.6% | +17.7% | +15.2% |
| YTD | -20.9% | -0.6% | -20.3% | -22.6% |
| 1Y | -16.4% | +11.0% | -27.3% | -26.5% |
| 3Y | +35.2% | -6.3% | +41.6% | +38.4% |
| 5Y | -69.4% | -1.5% | -67.8% | -70.6% |
| All | -80.4% | +7.0% | -87.5% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling