+71.3%
V vs LYFT
-69.9%
+141.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | -1.2% | -8.4% | +7.1% | -0.5% |
| 30D | +3.1% | -7.6% | +10.7% | +3.7% |
| 3M | +16.3% | +11.7% | +4.6% | +15.0% |
| 6M | +20.4% | +15.1% | +5.3% | +18.5% |
| YTD | +6.3% | -20.9% | +27.2% | +7.8% |
| 1Y | +8.7% | -16.4% | +25.1% | +9.3% |
| 3Y | +53.3% | +35.2% | +18.1% | +42.0% |
| All | +71.3% | -69.9% | +141.2% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling