-70.4%
LYFT vs ES
-6.1%
-64.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -8.4% | -3.6% | -4.8% | -7.5% |
| 30D | -7.6% | -4.2% | -3.4% | -6.6% |
| 3M | +11.7% | +0.1% | +11.6% | +11.7% |
| 6M | +15.1% | -6.2% | +21.3% | +16.7% |
| YTD | -20.9% | +4.1% | -25.0% | -22.3% |
| 1Y | -16.4% | +10.2% | -26.5% | -19.7% |
| 3Y | +35.2% | +26.1% | +9.1% | +19.0% |
| All | -70.4% | -6.1% | -64.4% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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