-70.4%
LYFT vs EIX
+20.9%
-91.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | -8.4% | -1.4% | -7.0% | -8.1% |
| 30D | -7.6% | -19.3% | +11.7% | -4.2% |
| 3M | +11.7% | -21.7% | +33.4% | +16.2% |
| 6M | +15.1% | -19.8% | +34.9% | +18.6% |
| YTD | -20.9% | -3.0% | -17.9% | -23.1% |
| 1Y | -16.4% | +5.1% | -21.5% | -20.9% |
| 3Y | +35.2% | -7.0% | +42.2% | +29.5% |
| All | -70.4% | +20.9% | -91.4% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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