-80.4%
LYFT vs VFC
-79.9%
-0.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +0.1% |
| 7D | -8.4% | -1.4% | -7.0% | -7.8% |
| 30D | -7.6% | -9.0% | +1.4% | -3.8% |
| 3M | +11.7% | -24.2% | +35.9% | +24.3% |
| 6M | +15.1% | -18.5% | +33.6% | +22.6% |
| YTD | -20.9% | -25.9% | +5.0% | -12.5% |
| 1Y | -16.4% | -13.0% | -3.4% | -15.9% |
| 3Y | +35.2% | -20.3% | +55.5% | +14.2% |
| 5Y | -69.4% | -78.1% | +8.7% | -39.1% |
| All | -80.4% | -79.9% | -0.6% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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