-80.4%
LYFT vs EFV
+130.6%
-211.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +0.4% |
| 7D | -8.4% | -0.8% | -7.6% | -7.2% |
| 30D | -7.6% | +0.6% | -8.2% | -8.3% |
| 3M | +11.7% | +7.5% | +4.2% | +0.8% |
| 6M | +15.1% | +13.0% | +2.1% | -4.5% |
| YTD | -20.9% | +18.3% | -39.2% | -39.0% |
| 1Y | -16.4% | +26.7% | -43.1% | -41.7% |
| 3Y | +35.2% | +89.6% | -54.4% | -48.1% |
| 5Y | -69.4% | +98.2% | -167.6% | -88.9% |
| All | -80.4% | +130.6% | -211.0% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling