-81.0%
LYFT vs USFD
+178.0%
-259.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.5% | -2.8% | -4.6% |
| 7D | -14.1% | -7.0% | -7.1% | -9.7% |
| 30D | -13.7% | -10.3% | -3.4% | -7.1% |
| 3M | +7.4% | +9.2% | -1.8% | +0.7% |
| 6M | +8.3% | +7.4% | +0.9% | +1.5% |
| YTD | -23.1% | +29.4% | -52.5% | -38.3% |
| 1Y | -19.0% | +24.8% | -43.8% | -33.9% |
| 3Y | +37.7% | +150.0% | -112.3% | -32.5% |
| 5Y | -70.5% | +195.5% | -266.0% | -87.5% |
| All | -81.0% | +178.0% | -259.0% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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