-80.4%
LYFT vs VIAV
+210.5%
-290.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +0.6% |
| 7D | -8.4% | +11.2% | -19.5% | -12.6% |
| 30D | -7.6% | -10.1% | +2.5% | -5.0% |
| 3M | +11.7% | -22.9% | +34.6% | +17.8% |
| 6M | +15.1% | +28.8% | -13.7% | -13.2% |
| YTD | -20.9% | +117.5% | -138.4% | -57.9% |
| 1Y | -16.4% | +216.1% | -232.4% | -65.9% |
| 3Y | +35.2% | +292.2% | -257.0% | -55.7% |
| 5Y | -69.4% | +141.0% | -210.3% | -86.0% |
| All | -80.4% | +210.5% | -290.9% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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