-29.3%
EW vs LYFT
-69.9%
+40.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.0% |
| 7D | -6.2% | -8.4% | +2.2% | -5.3% |
| 30D | -9.3% | -7.6% | -1.7% | -8.6% |
| 3M | -1.6% | +11.7% | -13.4% | -3.0% |
| 6M | -0.8% | +15.1% | -15.9% | -2.7% |
| YTD | -1.0% | -20.9% | +19.9% | +0.6% |
| 1Y | +8.2% | -16.4% | +24.5% | +8.7% |
| 3Y | +12.7% | +35.2% | -22.5% | +1.5% |
| All | -29.3% | -69.9% | +40.6% | -28.3% |
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 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