+19.1%
EXC vs LYFT
+39.4%
-20.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.5% |
| 7D | -1.1% | -8.4% | +7.3% | -1.2% |
| 30D | -3.6% | -7.6% | +4.0% | -3.7% |
| 3M | -4.3% | +11.7% | -16.0% | -4.1% |
| 6M | -9.9% | +15.1% | -25.1% | -9.8% |
| YTD | +1.8% | -20.9% | +22.7% | +1.9% |
| 1Y | +2.9% | -16.4% | +19.2% | +2.9% |
| 3Y | +19.1% | +35.2% | -16.1% | +14.2% |
| All | +19.1% | +39.4% | -20.3% | +14.2% |
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 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