-80.4%
LYFT vs VRSK
+39.1%
-119.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -8.4% | -5.2% | -3.2% | -5.9% |
| 30D | -7.6% | -2.3% | -5.3% | -6.8% |
| 3M | +11.7% | -2.9% | +14.7% | +12.1% |
| 6M | +15.1% | -12.8% | +27.9% | +21.8% |
| YTD | -20.9% | -20.8% | -0.1% | -12.2% |
| 1Y | -16.4% | -33.2% | +16.8% | +1.9% |
| 3Y | +35.2% | -26.6% | +61.8% | +47.7% |
| 5Y | -69.4% | -11.3% | -58.0% | -71.6% |
| All | -80.4% | +39.1% | -119.5% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling