-11.2%
LYFT vs VICR
+52.1%
-63.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -15.1% | +10.3% | -4.7% |
| 7D | +8.7% | -34.6% | +43.3% | +8.9% |
| 30D | +13.2% | -54.9% | +68.1% | +14.2% |
| 3M | +8.3% | -38.3% | +46.6% | +7.9% |
| 6M | +26.6% | -49.2% | +75.8% | +25.4% |
| YTD | -7.9% | +23.3% | -31.2% | -19.4% |
| 1Y | -11.2% | +42.4% | -53.5% | -25.6% |
| All | -11.2% | +52.1% | -63.2% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling