+253.6%
VUG vs LYFT
-82.5%
+336.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | -0.5% | -8.4% | +7.9% | +0.8% |
| 30D | -1.0% | -7.6% | +6.6% | +0.1% |
| 3M | +3.5% | +11.7% | -8.2% | +1.4% |
| 6M | +14.2% | +15.1% | -0.9% | +11.2% |
| YTD | +8.5% | -20.9% | +29.4% | +11.2% |
| 1Y | +12.9% | -16.4% | +29.3% | +13.9% |
| 3Y | +85.6% | +35.2% | +50.4% | +64.1% |
| 5Y | +78.1% | -69.4% | +147.5% | +84.3% |
| All | +253.6% | -82.5% | +336.1% | +224.2% |
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