-80.4%
LYFT vs VTRS
-26.9%
-53.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | -8.4% | -2.2% | -6.2% | -7.4% |
| 30D | -7.6% | +3.3% | -10.9% | -9.0% |
| 3M | +11.7% | +2.0% | +9.8% | +10.3% |
| 6M | +15.1% | +19.9% | -4.8% | +4.6% |
| YTD | -20.9% | +35.7% | -56.6% | -32.9% |
| 1Y | -16.4% | +68.1% | -84.5% | -36.7% |
| 3Y | +35.2% | +87.1% | -51.9% | -6.1% |
| 5Y | -69.4% | +47.6% | -117.0% | -77.1% |
| All | -80.4% | -26.9% | -53.5% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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