+410.9%
VGT vs LYFT
-82.5%
+493.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.9% |
| 7D | -0.2% | -8.4% | +8.2% | +1.2% |
| 30D | -0.4% | -7.6% | +7.2% | +0.7% |
| 3M | +4.4% | +11.7% | -7.3% | +2.1% |
| 6M | +32.1% | +15.1% | +17.0% | +28.2% |
| YTD | +28.8% | -20.9% | +49.7% | +32.3% |
| 1Y | +35.3% | -16.4% | +51.7% | +36.7% |
| 3Y | +124.8% | +35.2% | +89.5% | +97.8% |
| 5Y | +137.9% | -69.4% | +207.3% | +147.8% |
| All | +410.9% | -82.5% | +493.3% | +368.9% |
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