-80.4%
LYFT vs VTEB
+12.7%
-93.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.4% |
| 7D | -8.4% | -0.9% | -7.5% | -6.9% |
| 30D | -7.6% | -2.5% | -5.1% | -3.7% |
| 3M | +11.7% | -3.0% | +14.7% | +17.5% |
| 6M | +15.1% | -2.1% | +17.2% | +19.5% |
| YTD | -20.9% | -1.5% | -19.4% | -18.7% |
| 1Y | -16.4% | +0.2% | -16.5% | -16.2% |
| 3Y | +35.2% | +8.6% | +26.7% | +20.9% |
| 5Y | -69.4% | +1.2% | -70.6% | -69.9% |
| All | -80.4% | +12.7% | -93.1% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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