-80.4%
LYFT vs EFX
+53.2%
-133.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -8.4% | -4.5% | -3.8% | -5.7% |
| 30D | -7.6% | -6.1% | -1.5% | -4.2% |
| 3M | +11.7% | +6.2% | +5.5% | +6.7% |
| 6M | +15.1% | -11.2% | +26.3% | +21.6% |
| YTD | -20.9% | -21.4% | +0.5% | -10.9% |
| 1Y | -16.4% | -34.3% | +17.9% | +4.8% |
| 3Y | +35.2% | -12.5% | +47.7% | +32.0% |
| 5Y | -69.4% | -35.6% | -33.8% | -64.4% |
| All | -80.4% | +53.2% | -133.6% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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