+149.3%
VTV vs LYFT
-82.5%
+231.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -1.1% | -8.4% | +7.3% | -0.2% |
| 30D | -1.0% | -7.6% | +6.6% | -0.3% |
| 3M | +4.6% | +11.7% | -7.1% | +3.2% |
| 6M | +13.5% | +15.1% | -1.6% | +11.3% |
| YTD | +18.5% | -20.9% | +39.4% | +20.4% |
| 1Y | +22.9% | -16.4% | +39.3% | +23.5% |
| 3Y | +67.8% | +35.2% | +32.6% | +53.1% |
| 5Y | +81.8% | -69.4% | +151.2% | +90.5% |
| All | +149.3% | -82.5% | +231.8% | +131.9% |
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