-70.4%
LYFT vs ETR
+122.3%
-192.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | -8.4% | -1.8% | -6.6% | -8.3% |
| 30D | -7.6% | -1.8% | -5.8% | -7.5% |
| 3M | +11.7% | -3.6% | +15.3% | +11.9% |
| 6M | +15.1% | +2.6% | +12.5% | +14.5% |
| YTD | -20.9% | +16.0% | -36.9% | -22.2% |
| 1Y | -16.4% | +20.1% | -36.5% | -18.0% |
| 3Y | +35.2% | +143.6% | -108.4% | +27.7% |
| All | -70.4% | +122.3% | -192.8% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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