+250.3%
VUG vs LYFT
-82.8%
+333.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -1.9% | -13.1% | +11.2% | +0.2% |
| 30D | -1.6% | -14.4% | +12.8% | +0.6% |
| 3M | +4.4% | +12.2% | -7.8% | +2.2% |
| 6M | +13.2% | +13.4% | -0.2% | +10.5% |
| YTD | +7.5% | -22.5% | +30.0% | +10.5% |
| 1Y | +12.5% | -20.8% | +33.3% | +14.5% |
| 3Y | +86.0% | +38.8% | +47.1% | +63.7% |
| 5Y | +76.5% | -70.0% | +146.5% | +83.2% |
| All | +250.3% | -82.8% | +333.1% | +222.2% |
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 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