-70.4%
LYFT vs ESI
+67.8%
-138.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -8.4% | -4.6% | -3.7% | -6.0% |
| 30D | -7.6% | -10.5% | +2.9% | -2.2% |
| 3M | +11.7% | -19.8% | +31.6% | +23.2% |
| 6M | +15.1% | +5.8% | +9.3% | +2.3% |
| YTD | -20.9% | +38.3% | -59.2% | -42.8% |
| 1Y | -16.4% | +31.5% | -47.9% | -37.9% |
| 3Y | +35.2% | +80.7% | -45.5% | -24.1% |
| All | -70.4% | +67.8% | -138.2% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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