-80.4%
LYFT vs EAT
+396.8%
-477.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.5% |
| 7D | -8.4% | -7.7% | -0.7% | -4.9% |
| 30D | -7.6% | -13.6% | +6.0% | -1.6% |
| 3M | +11.7% | +33.9% | -22.1% | -3.9% |
| 6M | +15.1% | +47.2% | -32.1% | -7.9% |
| YTD | -20.9% | +48.1% | -69.0% | -37.4% |
| 1Y | -16.4% | +33.7% | -50.1% | -31.7% |
| 3Y | +35.2% | +595.8% | -560.6% | -56.9% |
| 5Y | -69.4% | +314.4% | -383.7% | -87.7% |
| All | -80.4% | +396.8% | -477.2% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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