+15.1%
LYFT vs ESI
+7.0%
+8.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | -8.4% | -4.6% | -3.7% | -8.1% |
| 30D | -7.6% | -10.5% | +2.9% | -6.9% |
| 3M | +11.7% | -19.8% | +31.6% | +12.9% |
| 6M | +15.1% | +5.8% | +9.3% | +8.5% |
| All | +15.1% | +7.0% | +8.1% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling