-80.4%
LYFT vs VMC
+129.7%
-210.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.4% |
| 7D | -8.4% | -3.8% | -4.6% | -5.7% |
| 30D | -7.6% | -9.7% | +2.1% | -0.6% |
| 3M | +11.7% | -9.6% | +21.4% | +19.6% |
| 6M | +15.1% | -4.8% | +19.9% | +17.2% |
| YTD | -20.9% | -10.9% | -10.0% | -16.3% |
| 1Y | -16.4% | -15.6% | -0.8% | -8.4% |
| 3Y | +35.2% | +19.3% | +15.9% | +12.3% |
| 5Y | -69.4% | +48.0% | -117.4% | -78.7% |
| All | -80.4% | +129.7% | -210.2% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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