-80.4%
LYFT vs XHB
+170.5%
-250.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.5% |
| 7D | -8.4% | -4.6% | -3.7% | -4.3% |
| 30D | -7.6% | -9.1% | +1.5% | +0.8% |
| 3M | +11.7% | -8.6% | +20.3% | +20.6% |
| 6M | +15.1% | -4.0% | +19.1% | +16.4% |
| YTD | -20.9% | -3.9% | -17.0% | -20.8% |
| 1Y | -16.4% | -16.5% | +0.1% | -4.9% |
| 3Y | +35.2% | +22.6% | +12.6% | +2.7% |
| 5Y | -69.4% | +33.9% | -103.3% | -78.8% |
| All | -80.4% | +170.5% | -250.9% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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