-3.5%
LYFT vs EXPD
+53.8%
-57.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -3.2% | +15.7% | +13.1% |
| 7D | +14.7% | +0.3% | +14.4% | +14.3% |
| 30D | +19.1% | +1.8% | +17.3% | +18.3% |
| 3M | +12.0% | +8.9% | +3.1% | +9.4% |
| 6M | +33.3% | +42.2% | -8.9% | +20.3% |
| YTD | -3.3% | +33.4% | -36.6% | -8.7% |
| 1Y | -3.5% | +47.2% | -50.7% | -7.6% |
| All | -3.5% | +53.8% | -57.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling