+138.9%
EXPE vs LYFT
-82.8%
+221.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -8.7% | -13.1% | +4.4% | -4.5% |
| 30D | -13.6% | -14.4% | +0.7% | -9.4% |
| 3M | +26.6% | +12.2% | +14.5% | +21.9% |
| 6M | +19.9% | +13.4% | +6.6% | +14.6% |
| YTD | -1.7% | -22.5% | +20.7% | +5.2% |
| 1Y | +29.4% | -20.8% | +50.2% | +35.7% |
| 3Y | +155.7% | +38.8% | +116.8% | +92.0% |
| 5Y | +93.1% | -70.0% | +163.0% | +127.8% |
| All | +138.9% | -82.8% | +221.7% | +112.4% |
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