+45.0%
EEM vs LYFT
-69.9%
+114.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | -1.3% | -8.4% | +7.1% | -0.4% |
| 30D | +2.1% | -7.6% | +9.7% | +2.8% |
| 3M | +1.0% | +11.7% | -10.7% | -0.5% |
| 6M | +15.9% | +15.1% | +0.8% | +13.7% |
| YTD | +24.6% | -20.9% | +45.6% | +26.7% |
| 1Y | +32.3% | -16.4% | +48.7% | +33.1% |
| 3Y | +85.9% | +35.2% | +50.7% | +71.3% |
| All | +45.0% | -69.9% | +114.9% | +52.2% |
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 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