-80.4%
LYFT vs ELF
+803.2%
-883.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | -8.4% | -11.6% | +3.3% | -4.6% |
| 30D | -7.6% | +4.6% | -12.2% | -9.2% |
| 3M | +11.7% | +59.7% | -48.0% | -4.8% |
| 6M | +15.1% | +21.2% | -6.1% | +5.7% |
| YTD | -20.9% | +27.4% | -48.4% | -29.9% |
| 1Y | -16.4% | -29.8% | +13.4% | -13.1% |
| 3Y | +35.2% | -28.5% | +63.7% | +16.7% |
| 5Y | -69.4% | +220.0% | -289.4% | -89.0% |
| All | -80.4% | +803.2% | -883.6% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling