-80.4%
LYFT vs VEEV
+109.3%
-189.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -8.4% | -4.6% | -3.8% | -6.3% |
| 30D | -7.6% | +8.6% | -16.2% | -11.9% |
| 3M | +11.7% | +62.4% | -50.7% | -12.3% |
| 6M | +15.1% | +40.3% | -25.2% | -3.8% |
| YTD | -20.9% | +17.5% | -38.5% | -28.3% |
| 1Y | -16.4% | -6.1% | -10.3% | -16.0% |
| 3Y | +35.2% | +16.7% | +18.5% | +18.4% |
| 5Y | -69.4% | -13.3% | -56.0% | -71.8% |
| All | -80.4% | +109.3% | -189.7% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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