-70.4%
LYFT vs XLRE
+8.4%
-78.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.1% |
| 7D | -8.4% | -1.2% | -7.2% | -7.2% |
| 30D | -7.6% | -2.4% | -5.2% | -5.2% |
| 3M | +11.7% | -2.5% | +14.2% | +14.3% |
| 6M | +15.1% | +4.0% | +11.1% | +9.4% |
| YTD | -20.9% | +9.3% | -30.2% | -28.9% |
| 1Y | -16.4% | +5.6% | -22.0% | -22.2% |
| 3Y | +35.2% | +31.3% | +3.9% | -0.1% |
| All | -70.4% | +8.4% | -78.9% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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