-80.4%
LYFT vs EXEL
+134.8%
-215.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.7% |
| 7D | -8.4% | -4.9% | -3.5% | -6.9% |
| 30D | -7.6% | +11.4% | -19.0% | -11.0% |
| 3M | +11.7% | +4.9% | +6.8% | +9.6% |
| 6M | +15.1% | +34.4% | -19.3% | +3.2% |
| YTD | -20.9% | +28.0% | -48.9% | -28.1% |
| 1Y | -16.4% | +43.6% | -60.0% | -27.2% |
| 3Y | +35.2% | +155.2% | -120.0% | -11.2% |
| 5Y | -69.4% | +181.2% | -250.5% | -81.0% |
| All | -80.4% | +134.8% | -215.2% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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