-11.2%
LYFT vs VIVK
-100.0%
+88.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -23.3% | +18.5% | -4.5% |
| 7D | +8.7% | -75.3% | +84.0% | +10.6% |
| 30D | +13.2% | -92.3% | +105.5% | +17.0% |
| 3M | +8.3% | -98.3% | +106.6% | +14.6% |
| 6M | +26.6% | -99.9% | +126.6% | +45.8% |
| YTD | -7.9% | -99.9% | +92.0% | +4.9% |
| 1Y | -11.2% | -100.0% | +88.8% | +21.4% |
| All | -11.2% | -100.0% | +88.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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