-80.4%
LYFT vs EWJ
+110.9%
-191.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | -0.8% |
| 7D | -8.4% | +0.3% | -8.7% | -8.6% |
| 30D | -7.6% | +0.8% | -8.4% | -8.6% |
| 3M | +11.7% | +7.5% | +4.2% | +0.8% |
| 6M | +15.1% | +15.6% | -0.5% | -7.1% |
| YTD | -20.9% | +22.7% | -43.6% | -42.0% |
| 1Y | -16.4% | +26.4% | -42.8% | -41.5% |
| 3Y | +35.2% | +72.5% | -37.3% | -41.9% |
| 5Y | -69.4% | +52.4% | -121.8% | -83.7% |
| All | -80.4% | +110.9% | -191.3% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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