-81.0%
LYFT vs EXPD
+172.8%
-253.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.3% | -9.5% | -8.9% |
| 7D | -14.1% | +1.2% | -15.3% | -14.7% |
| 30D | -13.7% | +5.2% | -18.9% | -16.3% |
| 3M | +7.4% | +13.2% | -5.8% | -0.4% |
| 6M | +8.3% | +30.3% | -22.0% | -7.8% |
| YTD | -23.1% | +27.0% | -50.1% | -34.1% |
| 1Y | -19.0% | +57.3% | -76.3% | -39.9% |
| 3Y | +37.7% | +70.0% | -32.3% | -3.0% |
| 5Y | -70.5% | +61.6% | -132.1% | -79.2% |
| All | -81.0% | +172.8% | -253.8% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling