+163.0%
EMR vs LYFT
-82.5%
+245.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.2% |
| 7D | -0.4% | -8.4% | +8.0% | +1.1% |
| 30D | -6.8% | -7.6% | +0.8% | -5.6% |
| 3M | +7.5% | +11.7% | -4.3% | +4.9% |
| 6M | +9.9% | +15.1% | -5.2% | +6.3% |
| YTD | +16.0% | -20.9% | +36.9% | +19.5% |
| 1Y | +12.4% | -16.4% | +28.8% | +13.8% |
| 3Y | +60.2% | +35.2% | +25.0% | +39.9% |
| 5Y | +67.9% | -69.4% | +137.2% | +81.8% |
| All | +163.0% | -82.5% | +245.4% | +125.6% |
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