-70.4%
LYFT vs EQH
+102.2%
-172.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.1% |
| 7D | -8.4% | +0.7% | -9.1% | -8.8% |
| 30D | -7.6% | +2.8% | -10.4% | -9.4% |
| 3M | +11.7% | +23.1% | -11.3% | -3.0% |
| 6M | +15.1% | +41.4% | -26.3% | -10.1% |
| YTD | -20.9% | +14.3% | -35.2% | -28.8% |
| 1Y | -16.4% | +1.6% | -18.0% | -19.3% |
| 3Y | +35.2% | +102.7% | -67.5% | -23.9% |
| All | -70.4% | +102.2% | -172.7% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling