-70.4%
LYFT vs ECL
+27.6%
-98.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.0% |
| 7D | -8.4% | -1.1% | -7.3% | -7.7% |
| 30D | -7.6% | -0.8% | -6.8% | -7.1% |
| 3M | +11.7% | +5.0% | +6.7% | +8.5% |
| 6M | +15.1% | +0.2% | +14.9% | +14.3% |
| YTD | -20.9% | +5.8% | -26.7% | -24.4% |
| 1Y | -16.4% | +1.5% | -17.9% | -18.2% |
| 3Y | +35.2% | +55.0% | -19.8% | -4.0% |
| All | -70.4% | +27.6% | -98.0% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 5y: compounded portfolio wealth divided by compounded ECL 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…
5y analysis · Full analysis span regression · 6 months rolling