-80.4%
LYFT vs VIVK
-100.0%
+19.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.4% | +9.4% | +2.1% |
| 7D | -8.4% | -4.4% | -4.0% | -8.3% |
| 30D | -7.6% | -40.8% | +33.2% | -7.2% |
| 3M | +11.7% | -94.1% | +105.9% | +14.5% |
| 6M | +15.1% | -98.2% | +113.3% | +18.8% |
| YTD | -20.9% | -98.0% | +77.1% | -18.6% |
| 1Y | -16.4% | -100.0% | +83.6% | -11.7% |
| 3Y | +35.2% | -100.0% | +135.2% | +40.2% |
| 5Y | -69.4% | -100.0% | +30.6% | -68.1% |
| All | -80.4% | -100.0% | +19.6% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling