+35.2%
LYFT vs ROIV
+222.7%
-187.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -8.4% | +16.9% | -25.2% | -13.1% |
| 30D | -7.6% | +12.9% | -20.5% | -11.7% |
| 3M | +11.7% | +37.3% | -25.6% | -0.4% |
| 6M | +15.1% | +38.0% | -22.9% | +1.6% |
| YTD | -20.9% | +88.1% | -109.0% | -38.1% |
| 1Y | -16.4% | +183.3% | -199.7% | -44.5% |
| 3Y | +35.2% | +254.6% | -219.4% | -22.8% |
| All | +35.2% | +222.7% | -187.5% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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