-80.4%
LYFT vs ET
+169.5%
-249.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -8.4% | +0.2% | -8.6% | -8.5% |
| 30D | -7.6% | +2.9% | -10.5% | -9.1% |
| 3M | +11.7% | +16.8% | -5.0% | +2.3% |
| 6M | +15.1% | +18.9% | -3.8% | +3.8% |
| YTD | -20.9% | +37.7% | -58.6% | -34.2% |
| 1Y | -16.4% | +32.4% | -48.8% | -29.0% |
| 3Y | +35.2% | +99.5% | -64.3% | -8.0% |
| 5Y | -69.4% | +244.0% | -313.3% | -84.6% |
| All | -80.4% | +169.5% | -249.9% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling