-80.4%
LYFT vs EVRG
+87.0%
-167.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -7.6% | -1.2% | -6.4% | -7.2% |
| 3M | +11.7% | -0.6% | +12.4% | +11.7% |
| 6M | +15.1% | +2.4% | +12.7% | +13.1% |
| YTD | -20.9% | +15.5% | -36.4% | -26.5% |
| 1Y | -16.4% | +16.8% | -33.2% | -22.9% |
| 3Y | +35.2% | +75.0% | -39.8% | +2.1% |
| 5Y | -69.4% | +49.3% | -118.7% | -75.8% |
| All | -80.4% | +87.0% | -167.4% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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