-79.3%
LYFT vs VT
+155.2%
-234.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.0% |
| 7D | -3.2% | +1.0% | -4.2% | -4.8% |
| 30D | -7.0% | -0.2% | -6.8% | -6.6% |
| 3M | +15.8% | +4.5% | +11.3% | +7.5% |
| 6M | +22.6% | +14.1% | +8.5% | -2.8% |
| YTD | -16.2% | +14.8% | -30.9% | -34.1% |
| 1Y | -8.3% | +21.2% | -29.5% | -34.2% |
| 3Y | +50.1% | +76.6% | -26.5% | -40.7% |
| 5Y | -67.4% | +66.6% | -134.0% | -85.2% |
| All | -79.3% | +155.2% | -234.5% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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