+59.4%
EXC vs LYFT
-82.9%
+142.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.7% | 0.0% |
| 7D | +0.3% | -14.1% | +14.5% | +1.3% |
| 30D | -0.9% | -13.7% | +12.8% | 0.0% |
| 3M | -2.7% | +7.4% | -10.1% | -3.3% |
| 6M | -9.4% | +8.3% | -17.7% | -10.2% |
| YTD | +3.0% | -23.1% | +26.1% | +4.3% |
| 1Y | +5.1% | -19.0% | +24.1% | +5.6% |
| 3Y | +20.6% | +37.7% | -17.1% | +11.3% |
| 5Y | +45.7% | -70.5% | +116.2% | +54.8% |
| All | +59.4% | -82.9% | +142.3% | +42.5% |
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