+30.6%
VZ vs LYFT
-82.5%
+113.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.2% |
| 7D | +0.9% | -8.4% | +9.3% | +1.1% |
| 30D | +7.7% | -7.6% | +15.3% | +7.9% |
| 3M | +9.7% | +11.7% | -2.1% | +9.3% |
| 6M | +3.1% | +15.1% | -12.0% | +2.6% |
| YTD | +30.5% | -20.9% | +51.4% | +31.1% |
| 1Y | +22.5% | -16.4% | +38.9% | +22.7% |
| 3Y | +82.4% | +35.2% | +47.1% | +76.6% |
| 5Y | +28.0% | -69.4% | +97.4% | +30.0% |
| All | +30.6% | -82.5% | +113.1% | +29.8% |
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