+66.0%
VT vs LYFT
-69.9%
+135.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.6% | +0.2% |
| 7D | -0.1% | -14.1% | +14.0% | +1.4% |
| 30D | -0.7% | -13.7% | +13.0% | +0.8% |
| 3M | +4.0% | +7.4% | -3.4% | +3.0% |
| 6M | +12.3% | +8.3% | +4.0% | +10.9% |
| YTD | +14.0% | -23.1% | +37.1% | +16.3% |
| 1Y | +20.3% | -19.0% | +39.3% | +21.4% |
| 3Y | +75.4% | +37.7% | +37.7% | +60.9% |
| 5Y | +66.0% | -70.5% | +136.5% | +70.6% |
| All | +66.0% | -69.9% | +135.8% | +70.6% |
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