+148.0%
V vs LYFT
-82.9%
+231.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +7.9% | +0.7% |
| 7D | -2.9% | -14.1% | +11.2% | -1.0% |
| 30D | +1.9% | -13.7% | +15.5% | +3.8% |
| 3M | +13.2% | +7.4% | +5.8% | +11.8% |
| 6M | +16.7% | +8.3% | +8.4% | +14.9% |
| YTD | +5.4% | -23.1% | +28.5% | +8.1% |
| 1Y | +7.7% | -19.0% | +26.6% | +8.9% |
| 3Y | +52.0% | +37.7% | +14.3% | +34.1% |
| 5Y | +67.7% | -70.5% | +138.2% | +80.8% |
| All | +148.0% | -82.9% | +231.0% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling