-80.8%
LYFT vs ES
+27.5%
-108.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | -13.1% | -3.5% | -9.6% | -12.2% |
| 30D | -14.4% | -3.0% | -11.4% | -13.6% |
| 3M | +12.2% | -0.3% | +12.4% | +12.2% |
| 6M | +13.4% | -5.2% | +18.5% | +14.6% |
| YTD | -22.5% | +4.8% | -27.2% | -24.1% |
| 1Y | -20.8% | +12.7% | -33.5% | -24.5% |
| 3Y | +38.8% | +27.5% | +11.3% | +24.8% |
| 5Y | -70.0% | -4.7% | -65.3% | -71.3% |
| All | -80.8% | +27.5% | -108.3% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling