-3.5%
LYFT vs ELF
-3.2%
-0.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.9% | +10.5% | +12.3% |
| 7D | +14.7% | -1.5% | +16.2% | +14.8% |
| 30D | +19.1% | +9.5% | +9.6% | +18.5% |
| 3M | +12.0% | +29.4% | -17.3% | +10.7% |
| 6M | +33.3% | +83.7% | -50.4% | +31.0% |
| YTD | -3.3% | +49.4% | -52.7% | -4.3% |
| 1Y | -3.5% | -3.9% | +0.4% | -6.2% |
| All | -3.5% | -3.2% | -0.3% | -6.2% |
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