-70.4%
LYFT vs EFV
+95.9%
-166.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +0.6% |
| 7D | -8.4% | -0.8% | -7.6% | -7.3% |
| 30D | -7.6% | +0.6% | -8.2% | -8.2% |
| 3M | +11.7% | +7.5% | +4.2% | +1.8% |
| 6M | +15.1% | +13.0% | +2.1% | -2.7% |
| YTD | -20.9% | +18.3% | -39.2% | -37.6% |
| 1Y | -16.4% | +26.7% | -43.1% | -40.0% |
| 3Y | +35.2% | +89.6% | -54.4% | -44.6% |
| All | -70.4% | +95.9% | -166.3% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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