+35.2%
LYFT vs XME
+122.1%
-86.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.6% |
| 7D | -8.4% | -4.2% | -4.2% | -5.9% |
| 30D | -7.6% | -2.7% | -4.9% | -6.4% |
| 3M | +11.7% | -3.9% | +15.7% | +13.6% |
| 6M | +15.1% | -1.0% | +16.1% | +11.8% |
| YTD | -20.9% | +9.8% | -30.7% | -30.9% |
| 1Y | -16.4% | +32.5% | -48.9% | -39.6% |
| 3Y | +35.2% | +124.3% | -89.1% | -49.5% |
| All | +35.2% | +122.1% | -86.8% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling