+147.6%
VT vs LYFT
-81.0%
+228.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.1% |
| 7D | +2.9% | -6.9% | +9.8% | +3.8% |
| 30D | -2.5% | +1.4% | -3.9% | -2.8% |
| 3M | -3.3% | +0.2% | -3.5% | -3.6% |
| 6M | +1.5% | +19.7% | -18.1% | -1.4% |
| YTD | +11.4% | -14.2% | +25.6% | +12.3% |
| 1Y | +11.9% | -32.4% | +44.3% | +16.2% |
| 3Y | +73.9% | +61.9% | +12.0% | +52.4% |
| 5Y | +57.9% | -68.6% | +126.5% | +65.1% |
| All | +147.6% | -81.0% | +228.6% | +123.6% |
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 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