+35.2%
LYFT vs ELAN
+99.1%
-63.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.6% |
| 7D | -8.4% | -5.4% | -2.9% | -6.7% |
| 30D | -7.6% | +4.7% | -12.3% | -9.0% |
| 3M | +11.7% | -3.7% | +15.4% | +12.4% |
| 6M | +15.1% | -1.2% | +16.3% | +13.1% |
| YTD | -20.9% | +2.4% | -23.3% | -23.4% |
| 1Y | -16.4% | +23.4% | -39.8% | -25.0% |
| 3Y | +35.2% | +96.7% | -61.5% | -14.3% |
| All | +35.2% | +99.1% | -63.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling