-80.4%
LYFT vs EXPD
+179.0%
-259.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.0% |
| 7D | -8.4% | +2.0% | -10.4% | -9.4% |
| 30D | -7.6% | +4.4% | -12.0% | -9.8% |
| 3M | +11.7% | +15.7% | -4.0% | +2.4% |
| 6M | +15.1% | +37.5% | -22.4% | -4.9% |
| YTD | -20.9% | +29.9% | -50.8% | -33.1% |
| 1Y | -16.4% | +57.8% | -74.1% | -37.9% |
| 3Y | +35.2% | +71.6% | -36.4% | -5.2% |
| 5Y | -69.4% | +62.2% | -131.6% | -78.4% |
| All | -80.4% | +179.0% | -259.5% | -91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling