-67.7%
LYFT vs ROIV
+289.9%
-357.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | -13.1% | +19.0% | -32.1% | -17.0% |
| 30D | -14.4% | +16.1% | -30.5% | -18.0% |
| 3M | +12.2% | +44.1% | -31.9% | +1.7% |
| 6M | +13.4% | +37.8% | -24.5% | +3.4% |
| YTD | -22.5% | +88.7% | -111.1% | -34.8% |
| 1Y | -20.8% | +197.3% | -218.1% | -40.5% |
| 3Y | +38.8% | +224.9% | -186.1% | -0.4% |
| 5Y | -70.0% | +311.0% | -381.0% | -82.3% |
| All | -67.7% | +289.9% | -357.6% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling