-72.7%
LYFT vs EXE
+182.2%
-254.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.5% |
| 7D | -8.4% | -3.1% | -5.2% | -7.7% |
| 30D | -7.6% | -0.9% | -6.7% | -7.4% |
| 3M | +11.7% | +9.6% | +2.2% | +9.0% |
| 6M | +15.1% | -11.6% | +26.7% | +18.1% |
| YTD | -20.9% | -12.6% | -8.4% | -19.0% |
| 1Y | -16.4% | +1.2% | -17.6% | -17.6% |
| 3Y | +35.2% | +18.0% | +17.2% | +27.4% |
| 5Y | -69.4% | +101.1% | -170.5% | -75.4% |
| All | -72.7% | +182.2% | -254.9% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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