-70.4%
LYFT vs EQX
+83.7%
-154.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.4% |
| 3M | +11.7% | +21.3% | -9.6% | +6.2% |
| 6M | +15.1% | -22.4% | +37.5% | +19.3% |
| YTD | -20.9% | -11.3% | -9.6% | -21.6% |
| 1Y | -16.4% | +13.5% | -29.9% | -22.3% |
| 3Y | +35.2% | +162.1% | -126.9% | -2.2% |
| All | -70.4% | +83.7% | -154.1% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling