+106.6%
IEFA vs LYFT
-82.5%
+189.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | -1.6% | -8.4% | +6.8% | -0.6% |
| 30D | -1.5% | -7.6% | +6.1% | -0.7% |
| 3M | +3.4% | +11.7% | -8.3% | +1.8% |
| 6M | +9.5% | +15.1% | -5.6% | +7.2% |
| YTD | +13.0% | -20.9% | +34.0% | +15.2% |
| 1Y | +18.0% | -16.4% | +34.4% | +18.8% |
| 3Y | +65.4% | +35.2% | +30.1% | +49.3% |
| 5Y | +51.6% | -69.4% | +120.9% | +58.8% |
| All | +106.6% | -82.5% | +189.1% | +89.0% |
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