-33.5%
VG vs LYFT
+12.4%
-45.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.7% |
| 7D | +9.6% | -8.4% | +17.9% | +10.8% |
| 30D | +15.2% | -7.6% | +22.8% | +16.1% |
| 3M | +24.1% | +11.7% | +12.3% | +19.5% |
| 6M | +27.2% | +15.1% | +12.1% | +20.4% |
| YTD | +132.3% | -20.9% | +153.2% | +143.6% |
| 1Y | +15.7% | -16.4% | +32.1% | +16.9% |
| All | -33.5% | +12.4% | -45.9% | -44.3% |
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