-70.4%
LYFT vs VO
+42.1%
-112.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.7% |
| 7D | -8.4% | -1.5% | -6.9% | -5.8% |
| 30D | -7.6% | -3.0% | -4.6% | -2.5% |
| 3M | +11.7% | +2.8% | +8.9% | +6.8% |
| 6M | +15.1% | +10.9% | +4.2% | -4.1% |
| YTD | -20.9% | +12.5% | -33.4% | -35.4% |
| 1Y | -16.4% | +12.0% | -28.3% | -31.1% |
| 3Y | +35.2% | +56.3% | -21.1% | -35.1% |
| All | -70.4% | +42.1% | -112.6% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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