+16.9%
XLB vs LYFT
-1.1%
+18.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | -1.4% | -5.5% | +4.1% | -1.1% |
| 30D | -0.4% | +1.5% | -1.8% | -0.5% |
| 3M | +2.0% | +18.4% | -16.4% | +1.0% |
| 6M | +1.8% | +20.8% | -19.0% | +0.7% |
| YTD | +16.6% | -13.7% | +30.3% | +16.8% |
| 1Y | +16.9% | -0.4% | +17.4% | +18.0% |
| All | +16.9% | -1.1% | +18.0% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling