+36.1%
EW vs LYFT
-82.8%
+118.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -3.4% | -13.1% | +9.7% | -1.6% |
| 30D | -7.4% | -14.4% | +7.0% | -5.6% |
| 3M | +0.9% | +12.2% | -11.3% | -0.9% |
| 6M | +1.2% | +13.4% | -12.2% | -1.0% |
| YTD | +1.8% | -22.5% | +24.2% | +4.2% |
| 1Y | +10.8% | -20.8% | +31.6% | +12.3% |
| 3Y | +17.1% | +38.8% | -21.7% | +3.0% |
| 5Y | -28.2% | -70.0% | +41.7% | -25.3% |
| All | +36.1% | -82.8% | +118.9% | +20.6% |
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 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