-81.0%
LYFT vs OVV
+118.3%
-199.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.4% | -8.7% | -8.4% |
| 7D | -14.1% | -3.8% | -10.3% | -13.3% |
| 30D | -13.7% | +1.3% | -14.9% | -14.0% |
| 3M | +7.4% | +14.3% | -6.9% | +3.0% |
| 6M | +8.3% | +21.1% | -12.8% | +1.8% |
| YTD | -23.1% | +66.0% | -89.1% | -33.6% |
| 1Y | -19.0% | +59.3% | -78.3% | -29.7% |
| 3Y | +37.7% | +47.6% | -9.8% | +19.4% |
| 5Y | -70.5% | +162.0% | -232.5% | -79.5% |
| All | -81.0% | +118.3% | -199.3% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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