-70.4%
LYFT vs XYL
-16.2%
-54.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | -8.4% | +1.2% | -9.6% | -9.2% |
| 30D | -7.6% | -11.9% | +4.3% | +0.9% |
| 3M | +11.7% | -1.5% | +13.3% | +12.0% |
| 6M | +15.1% | -11.9% | +27.0% | +24.0% |
| YTD | -20.9% | -20.6% | -0.3% | -8.4% |
| 1Y | -16.4% | -23.5% | +7.1% | -0.5% |
| 3Y | +35.2% | +14.9% | +20.4% | +18.7% |
| All | -70.4% | -16.2% | -54.2% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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