-70.4%
LYFT vs ESTC
-47.6%
-22.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -9.2% | +0.8% | -4.5% |
| 30D | -7.6% | +8.1% | -15.7% | -12.1% |
| 3M | +11.7% | +38.5% | -26.7% | -4.9% |
| 6M | +15.1% | +57.8% | -42.7% | -8.7% |
| YTD | -20.9% | +10.5% | -31.4% | -27.7% |
| 1Y | -16.4% | -6.4% | -10.0% | -18.4% |
| 3Y | +35.2% | +4.7% | +30.6% | +11.4% |
| All | -70.4% | -47.6% | -22.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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