+2.3%
EW vs LYFT
+11.7%
-9.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.6% | +0.6% |
| 7D | -5.1% | -14.1% | +9.0% | -3.0% |
| 30D | -6.4% | -13.7% | +7.3% | -4.4% |
| 3M | -1.6% | +7.4% | -9.0% | -3.5% |
| 6M | +2.3% | +8.3% | -6.0% | -0.5% |
| All | +2.3% | +11.7% | -9.4% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling