-0.4%
LYFT vs ELF
-17.5%
+17.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.4% |
| 7D | -5.5% | +5.4% | -10.9% | -5.9% |
| 30D | +1.5% | +27.0% | -25.5% | 0.0% |
| 3M | +18.4% | +113.2% | -94.8% | +14.9% |
| 6M | +20.8% | +36.6% | -15.8% | +17.8% |
| YTD | -13.7% | +44.2% | -57.9% | -15.3% |
| 1Y | -0.4% | -18.0% | +17.6% | -3.0% |
| All | -0.4% | -17.5% | +17.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling