+254.0%
EWY vs LYFT
-82.5%
+336.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +3.0% |
| 7D | -0.1% | -8.4% | +8.3% | +1.1% |
| 30D | +7.3% | -7.6% | +14.9% | +8.4% |
| 3M | -5.1% | +11.7% | -16.9% | -7.1% |
| 6M | +42.1% | +15.1% | +27.0% | +38.6% |
| YTD | +94.1% | -20.9% | +115.0% | +98.6% |
| 1Y | +147.8% | -16.4% | +164.2% | +150.1% |
| 3Y | +222.9% | +35.2% | +187.7% | +188.3% |
| 5Y | +150.6% | -69.4% | +220.0% | +162.7% |
| All | +254.0% | -82.5% | +336.5% | +228.2% |
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