-79.7%
LYFT vs ELAN
-28.7%
-51.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | -4.9% | -5.5% | +0.6% | -2.3% |
| 30D | -9.0% | -2.2% | -6.8% | -8.2% |
| 3M | +17.4% | -4.2% | +21.6% | +18.7% |
| 6M | +21.7% | +0.9% | +20.7% | +17.1% |
| YTD | -17.9% | +2.3% | -20.2% | -21.8% |
| 1Y | -14.6% | +24.9% | -39.5% | -27.2% |
| 3Y | +40.2% | +97.0% | -56.8% | -15.9% |
| 5Y | -68.5% | -29.7% | -38.9% | -66.7% |
| All | -79.7% | -28.7% | -51.0% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling