+508.6%
ETN vs LYFT
-82.5%
+591.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.7% |
| 7D | +3.5% | -8.4% | +11.9% | +4.8% |
| 30D | -7.5% | -7.6% | +0.1% | -6.6% |
| 3M | +8.3% | +11.7% | -3.4% | +6.0% |
| 6M | +20.2% | +15.1% | +5.1% | +16.7% |
| YTD | +34.7% | -20.9% | +55.6% | +37.8% |
| 1Y | +19.4% | -16.4% | +35.8% | +20.2% |
| 3Y | +85.5% | +35.2% | +50.3% | +63.8% |
| 5Y | +186.6% | -69.4% | +256.0% | +206.7% |
| All | +508.6% | -82.5% | +591.0% | +437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling