-80.4%
LYFT vs EME
+986.3%
-1,066.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | -0.3% |
| 7D | -8.4% | +3.5% | -11.9% | -10.0% |
| 30D | -7.6% | -6.3% | -1.3% | -4.8% |
| 3M | +11.7% | -3.8% | +15.5% | +11.1% |
| 6M | +15.1% | +8.5% | +6.6% | +4.9% |
| YTD | -20.9% | +27.8% | -48.7% | -35.7% |
| 1Y | -16.4% | +22.2% | -38.6% | -32.0% |
| 3Y | +35.2% | +253.5% | -218.3% | -51.5% |
| 5Y | -69.4% | +578.6% | -648.0% | -93.5% |
| All | -80.4% | +986.3% | -1,066.7% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling