+35.2%
LYFT vs EQX
+168.9%
-133.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | -8.4% | -3.2% | -5.2% | -7.8% |
| 30D | -7.6% | +7.8% | -15.4% | -9.3% |
| 3M | +11.7% | +21.3% | -9.6% | +6.5% |
| 6M | +15.1% | -22.4% | +37.5% | +19.3% |
| YTD | -20.9% | -11.3% | -9.6% | -21.7% |
| 1Y | -16.4% | +13.5% | -29.9% | -22.6% |
| 3Y | +35.2% | +162.1% | -126.9% | -2.8% |
| All | +35.2% | +168.9% | -133.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling