+32.3%
EW vs LYFT
-82.5%
+114.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.0% |
| 7D | -6.2% | -8.4% | +2.2% | -5.1% |
| 30D | -9.3% | -7.6% | -1.7% | -8.5% |
| 3M | -1.6% | +11.7% | -13.4% | -3.4% |
| 6M | -0.8% | +15.1% | -15.9% | -3.1% |
| YTD | -1.0% | -20.9% | +19.9% | +1.1% |
| 1Y | +8.2% | -16.4% | +24.5% | +8.8% |
| 3Y | +12.7% | +35.2% | -22.5% | -0.5% |
| 5Y | -30.2% | -69.4% | +39.2% | -27.6% |
| All | +32.3% | -82.5% | +114.7% | +16.9% |
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