+35.2%
LYFT vs VSH
+42.0%
-6.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +0.2% |
| 7D | -8.4% | +4.8% | -13.1% | -9.6% |
| 30D | -7.6% | -0.7% | -6.9% | -7.8% |
| 3M | +11.7% | -43.1% | +54.8% | +29.4% |
| 6M | +15.1% | +91.8% | -76.7% | -21.5% |
| YTD | -20.9% | +131.6% | -152.5% | -51.4% |
| 1Y | -16.4% | +118.1% | -134.5% | -48.0% |
| 3Y | +35.2% | +40.9% | -5.7% | +18.6% |
| All | +35.2% | +42.0% | -6.8% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 3y: compounded portfolio wealth divided by compounded VSH 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…
3y analysis · Full analysis span regression · 6 months rolling