-80.4%
LYFT vs VYM
+136.9%
-217.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.0% |
| 7D | -8.4% | -0.8% | -7.6% | -7.3% |
| 30D | -7.6% | -2.2% | -5.3% | -4.5% |
| 3M | +11.7% | +3.1% | +8.7% | +7.2% |
| 6M | +15.1% | +9.7% | +5.4% | +0.8% |
| YTD | -20.9% | +14.9% | -35.8% | -35.2% |
| 1Y | -16.4% | +17.6% | -33.9% | -33.7% |
| 3Y | +35.2% | +65.3% | -30.1% | -31.9% |
| 5Y | -69.4% | +78.7% | -148.1% | -86.1% |
| All | -80.4% | +136.9% | -217.3% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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