+46.6%
EWZ vs LYFT
+36.7%
+9.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +1.1% | -13.1% | +14.2% | +2.3% |
| 30D | +13.5% | -14.4% | +27.8% | +14.9% |
| 3M | +15.2% | +12.2% | +3.1% | +13.7% |
| 6M | +3.7% | +13.4% | -9.6% | +2.1% |
| YTD | +22.5% | -22.5% | +45.0% | +24.3% |
| 1Y | +35.3% | -20.8% | +56.0% | +36.4% |
| All | +46.6% | +36.7% | +9.9% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling