+162.4%
EXPE vs LYFT
+39.4%
+123.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.0% |
| 7D | -5.8% | -8.4% | +2.6% | -4.0% |
| 30D | -13.6% | -7.6% | -6.0% | -12.1% |
| 3M | +25.2% | +11.7% | +13.4% | +22.4% |
| 6M | +22.3% | +15.1% | +7.2% | +18.7% |
| YTD | -0.3% | -20.9% | +20.6% | +3.4% |
| 1Y | +27.8% | -16.4% | +44.2% | +30.6% |
| 3Y | +162.4% | +35.2% | +127.2% | +113.1% |
| All | +162.4% | +39.4% | +123.0% | +113.1% |
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