-80.4%
LYFT vs ETR
+188.2%
-268.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -8.4% | -1.8% | -6.6% | -7.7% |
| 30D | -7.6% | -1.8% | -5.8% | -7.0% |
| 3M | +11.7% | -3.6% | +15.3% | +13.0% |
| 6M | +15.1% | +2.6% | +12.5% | +12.4% |
| YTD | -20.9% | +16.0% | -36.9% | -27.0% |
| 1Y | -16.4% | +20.1% | -36.5% | -24.1% |
| 3Y | +35.2% | +143.6% | -108.4% | -15.2% |
| 5Y | -69.4% | +124.4% | -193.7% | -81.0% |
| All | -80.4% | +188.2% | -268.6% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling