-70.4%
LYFT vs VYM
+77.5%
-148.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.0% |
| 7D | -8.4% | -0.8% | -7.6% | -7.2% |
| 30D | -7.6% | -2.2% | -5.3% | -4.3% |
| 3M | +11.7% | +3.1% | +8.7% | +7.0% |
| 6M | +15.1% | +9.7% | +5.4% | 0.0% |
| YTD | -20.9% | +14.9% | -35.8% | -35.9% |
| 1Y | -16.4% | +17.6% | -33.9% | -34.6% |
| 3Y | +35.2% | +65.3% | -30.1% | -35.4% |
| All | -70.4% | +77.5% | -148.0% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling