-19.6%
LYFT vs EQH
+19.4%
-39.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +5.8% | -2.2% | +8.0% | +6.9% |
| 30D | +9.6% | -1.1% | +10.6% | +10.3% |
| 3M | +4.8% | +0.9% | +3.9% | +4.6% |
| 6M | +20.1% | +22.1% | -2.0% | +11.1% |
| YTD | -11.8% | +12.8% | -24.6% | -19.7% |
| 1Y | -19.6% | +20.5% | -40.1% | -26.9% |
| All | -19.6% | +19.4% | -39.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 1y: compounded portfolio wealth divided by compounded EQH 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…
1y analysis · Full analysis span regression · 6 months rolling