+26.4%
VZ vs LYFT
-70.7%
+97.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -1.2% | -13.1% | +11.9% | -1.2% |
| 30D | +5.7% | -14.4% | +20.1% | +5.8% |
| 3M | +8.2% | +12.2% | -3.9% | +8.2% |
| 6M | +1.7% | +13.4% | -11.6% | +1.7% |
| YTD | +28.9% | -22.5% | +51.3% | +29.2% |
| 1Y | +22.7% | -20.8% | +43.5% | +23.0% |
| 3Y | +82.7% | +38.8% | +43.9% | +80.0% |
| 5Y | +26.4% | -70.0% | +96.4% | +23.7% |
| All | +26.4% | -70.7% | +97.1% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling