+150.1%
V vs LYFT
-82.5%
+232.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | -1.2% | -8.4% | +7.1% | -0.1% |
| 30D | +3.1% | -7.6% | +10.7% | +4.1% |
| 3M | +16.3% | +11.7% | +4.6% | +14.3% |
| 6M | +20.4% | +15.1% | +5.3% | +17.6% |
| YTD | +6.3% | -20.9% | +27.2% | +8.6% |
| 1Y | +8.7% | -16.4% | +25.1% | +9.5% |
| 3Y | +53.3% | +35.2% | +18.1% | +35.8% |
| 5Y | +71.1% | -69.4% | +140.4% | +83.3% |
| All | +150.1% | -82.5% | +232.6% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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