+107.1%
VXUS vs LYFT
-82.8%
+189.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -1.9% | -13.1% | +11.2% | -0.3% |
| 30D | -0.7% | -14.4% | +13.6% | +1.0% |
| 3M | +4.9% | +12.2% | -7.2% | +3.2% |
| 6M | +9.7% | +13.4% | -3.7% | +7.5% |
| YTD | +15.0% | -22.5% | +37.5% | +17.5% |
| 1Y | +22.4% | -20.8% | +43.2% | +24.0% |
| 3Y | +72.2% | +38.8% | +33.4% | +55.0% |
| 5Y | +52.6% | -70.0% | +122.6% | +60.2% |
| All | +107.1% | -82.8% | +189.9% | +90.7% |
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