-80.4%
LYFT vs EMB
+20.9%
-101.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.2% |
| 7D | -8.4% | -1.2% | -7.2% | -6.0% |
| 30D | -7.6% | -1.3% | -6.3% | -5.1% |
| 3M | +11.7% | -1.8% | +13.5% | +16.5% |
| 6M | +15.1% | +0.2% | +14.9% | +14.9% |
| YTD | -20.9% | +0.4% | -21.3% | -21.3% |
| 1Y | -16.4% | +2.8% | -19.2% | -20.8% |
| 3Y | +35.2% | +29.1% | +6.1% | -18.0% |
| 5Y | -69.4% | +6.3% | -75.6% | -71.0% |
| All | -80.4% | +20.9% | -101.3% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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