-80.4%
LYFT vs EXR
+76.4%
-156.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -8.4% | -1.2% | -7.2% | -7.8% |
| 30D | -7.6% | -6.2% | -1.4% | -5.0% |
| 3M | +11.7% | -7.4% | +19.1% | +15.3% |
| 6M | +15.1% | -0.5% | +15.6% | +14.7% |
| YTD | -20.9% | +8.1% | -29.0% | -24.4% |
| 1Y | -16.4% | -2.9% | -13.5% | -16.5% |
| 3Y | +35.2% | +22.9% | +12.3% | +19.4% |
| 5Y | -69.4% | -10.2% | -59.2% | -69.9% |
| All | -80.4% | +76.4% | -156.8% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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