+35.2%
LYFT vs ELF
-29.5%
+64.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.8% |
| 7D | -8.4% | -11.6% | +3.3% | -6.3% |
| 30D | -7.6% | +4.6% | -12.2% | -8.5% |
| 3M | +11.7% | +59.7% | -48.0% | +2.4% |
| 6M | +15.1% | +21.2% | -6.1% | +10.1% |
| YTD | -20.9% | +27.4% | -48.4% | -25.7% |
| 1Y | -16.4% | -29.8% | +13.4% | -13.6% |
| 3Y | +35.2% | -28.5% | +63.7% | +17.0% |
| All | +35.2% | -29.5% | +64.7% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling