+716.1%
QLD vs LYFT
-81.4%
+797.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.7% |
| 7D | +3.0% | -3.2% | +6.1% | +3.9% |
| 30D | -1.8% | -7.0% | +5.2% | +0.1% |
| 3M | -1.8% | +15.8% | -17.6% | -6.4% |
| 6M | +36.9% | +22.6% | +14.3% | +28.0% |
| YTD | +28.7% | -16.2% | +44.8% | +33.2% |
| 1Y | +41.9% | -8.3% | +50.2% | +41.1% |
| 3Y | +184.2% | +50.1% | +134.1% | +121.6% |
| 5Y | +122.1% | -67.4% | +189.5% | +143.0% |
| All | +716.1% | -81.4% | +797.5% | +649.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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