+85.9%
EEM vs LYFT
+39.4%
+46.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | -1.3% | -8.4% | +7.1% | -0.3% |
| 30D | +2.1% | -7.6% | +9.7% | +2.9% |
| 3M | +1.0% | +11.7% | -10.7% | -0.5% |
| 6M | +15.9% | +15.1% | +0.8% | +13.6% |
| YTD | +24.6% | -20.9% | +45.6% | +26.6% |
| 1Y | +32.3% | -16.4% | +48.7% | +32.9% |
| 3Y | +85.9% | +35.2% | +50.7% | +68.1% |
| All | +85.9% | +39.4% | +46.5% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling