-37.5%
LYFT vs EOSE
-60.6%
+23.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | -8.4% | +1.8% | -10.2% | -8.7% |
| 30D | -7.6% | -6.8% | -0.8% | -7.4% |
| 3M | +11.7% | -36.3% | +48.0% | +16.6% |
| 6M | +15.1% | -38.8% | +53.9% | +17.8% |
| YTD | -20.9% | -65.5% | +44.6% | -14.9% |
| 1Y | -16.4% | -45.3% | +28.9% | -17.5% |
| 3Y | +35.2% | +44.2% | -8.9% | +0.4% |
| 5Y | -69.4% | -69.5% | +0.1% | -77.3% |
| All | -37.5% | -60.6% | +23.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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