-70.4%
LYFT vs VICR
+57.6%
-128.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.2% | -9.2% | -0.7% |
| 7D | -8.4% | +5.0% | -13.3% | -9.5% |
| 30D | -7.6% | -12.5% | +4.9% | -5.4% |
| 3M | +11.7% | -33.6% | +45.3% | +18.9% |
| 6M | +15.1% | +10.7% | +4.4% | +0.9% |
| YTD | -20.9% | +80.6% | -101.5% | -41.3% |
| 1Y | -16.4% | +288.4% | -304.7% | -52.5% |
| 3Y | +35.2% | +213.8% | -178.6% | -26.4% |
| All | -70.4% | +57.6% | -128.1% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling