-70.4%
LYFT vs MXL
+40.1%
-110.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.5% | +0.6% |
| 7D | -8.4% | +18.9% | -27.2% | -11.5% |
| 30D | -7.6% | +0.3% | -7.9% | -8.4% |
| 3M | +11.7% | -8.0% | +19.8% | +7.4% |
| 6M | +15.1% | +341.2% | -326.1% | -33.9% |
| YTD | -20.9% | +327.8% | -348.7% | -54.6% |
| 1Y | -16.4% | +364.9% | -381.3% | -53.8% |
| 3Y | +35.2% | +229.2% | -194.0% | -30.1% |
| All | -70.4% | +40.1% | -110.5% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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