-68.5%
LYFT vs IEF
-9.8%
-58.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | -4.9% | -1.4% | -3.5% | -4.2% |
| 30D | -9.0% | -1.9% | -7.1% | -8.1% |
| 3M | +17.4% | -2.5% | +19.9% | +19.0% |
| 6M | +21.7% | -2.9% | +24.6% | +23.6% |
| YTD | -17.9% | -2.9% | -15.0% | -16.6% |
| 1Y | -14.6% | -2.5% | -12.1% | -13.4% |
| 3Y | +40.2% | +8.8% | +31.4% | +34.4% |
| 5Y | -68.5% | -9.9% | -58.6% | -74.3% |
| All | -68.5% | -9.8% | -58.8% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 5y: compounded portfolio wealth divided by compounded IEF 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…
5y analysis · Full analysis span regression · 6 months rolling