+148.7%
EWY vs LYFT
-69.9%
+218.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +3.0% |
| 7D | -0.1% | -8.4% | +8.3% | +0.9% |
| 30D | +7.3% | -7.6% | +14.9% | +8.2% |
| 3M | -5.1% | +11.7% | -16.9% | -6.8% |
| 6M | +42.1% | +15.1% | +27.0% | +39.1% |
| YTD | +94.1% | -20.9% | +115.0% | +97.6% |
| 1Y | +147.8% | -16.4% | +164.2% | +149.5% |
| 3Y | +222.9% | +35.2% | +187.7% | +195.8% |
| All | +148.7% | -69.9% | +218.7% | +149.3% |
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