+35.2%
LYFT vs ELV
-2.1%
+37.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | -8.4% | +3.2% | -11.6% | -8.6% |
| 30D | -7.6% | +5.4% | -13.0% | -7.9% |
| 3M | +11.7% | +5.4% | +6.4% | +11.1% |
| 6M | +15.1% | +45.7% | -30.6% | +11.7% |
| YTD | -20.9% | +21.2% | -42.1% | -22.3% |
| 1Y | -16.4% | +35.6% | -52.0% | -18.5% |
| 3Y | +35.2% | -2.0% | +37.2% | +33.3% |
| All | +35.2% | -2.1% | +37.3% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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