-72.5%
LYFT vs VSXY
+37.5%
-110.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.3% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -7.6% | -18.7% | +11.1% | -3.4% |
| 3M | +11.7% | -4.0% | +15.7% | +12.0% |
| 6M | +15.1% | +67.5% | -52.4% | -4.0% |
| YTD | -20.9% | +39.7% | -60.6% | -31.2% |
| 1Y | -16.4% | +180.0% | -196.4% | -41.1% |
| 3Y | +35.2% | +337.3% | -302.1% | -26.4% |
| 5Y | -69.4% | +22.7% | -92.0% | -77.3% |
| All | -72.5% | +37.5% | -110.1% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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