-80.4%
LYFT vs ITOT
+189.3%
-269.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.7% |
| 7D | -8.4% | -0.9% | -7.5% | -7.0% |
| 30D | -7.6% | -1.5% | -6.1% | -5.4% |
| 3M | +11.7% | +3.6% | +8.2% | +6.1% |
| 6M | +15.1% | +13.7% | +1.4% | -5.9% |
| YTD | -20.9% | +12.9% | -33.8% | -34.4% |
| 1Y | -16.4% | +17.2% | -33.6% | -34.4% |
| 3Y | +35.2% | +75.6% | -40.4% | -41.4% |
| 5Y | -69.4% | +75.5% | -144.8% | -86.2% |
| All | -80.4% | +189.3% | -269.7% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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