+155.8%
XLC vs LYFT
-82.8%
+238.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.7% | -13.1% | +11.4% | +0.3% |
| 30D | +0.2% | -14.4% | +14.6% | +2.3% |
| 3M | +0.7% | +12.2% | -11.5% | -1.1% |
| 6M | -4.5% | +13.4% | -17.8% | -6.6% |
| YTD | -4.7% | -22.5% | +17.7% | -2.2% |
| 1Y | -1.5% | -20.8% | +19.3% | +0.1% |
| 3Y | +72.2% | +38.8% | +33.4% | +52.1% |
| 5Y | +39.3% | -70.0% | +109.3% | +43.8% |
| All | +155.8% | -82.8% | +238.6% | +136.5% |
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