-70.4%
LYFT vs VIVK
-100.0%
+29.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.4% | +9.4% | +2.0% |
| 7D | -8.4% | -4.4% | -4.0% | -8.3% |
| 30D | -7.6% | -40.8% | +33.2% | -7.3% |
| 3M | +11.7% | -94.1% | +105.9% | +13.7% |
| 6M | +15.1% | -98.2% | +113.3% | +18.0% |
| YTD | -20.9% | -98.0% | +77.1% | -18.8% |
| 1Y | -16.4% | -100.0% | +83.6% | -13.6% |
| 3Y | +35.2% | -100.0% | +135.2% | +36.6% |
| All | -70.4% | -100.0% | +29.5% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling