-80.4%
LYFT vs XME
+313.8%
-394.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.7% |
| 7D | -8.4% | -4.2% | -4.2% | -5.6% |
| 30D | -7.6% | -2.7% | -4.9% | -6.3% |
| 3M | +11.7% | -3.9% | +15.7% | +13.3% |
| 6M | +15.1% | -1.0% | +16.1% | +11.5% |
| YTD | -20.9% | +9.8% | -30.7% | -30.3% |
| 1Y | -16.4% | +32.5% | -48.9% | -37.3% |
| 3Y | +35.2% | +124.3% | -89.1% | -33.6% |
| 5Y | -69.4% | +165.8% | -235.2% | -87.7% |
| All | -80.4% | +313.8% | -394.3% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling