+172.6%
XLE vs LYFT
-82.5%
+255.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | 0.0% |
| 7D | +1.7% | -8.4% | +10.1% | +2.9% |
| 30D | +6.7% | -7.6% | +14.3% | +7.8% |
| 3M | +14.9% | +11.7% | +3.1% | +12.4% |
| 6M | +15.9% | +15.1% | +0.8% | +12.5% |
| YTD | +47.7% | -20.9% | +68.6% | +50.6% |
| 1Y | +50.7% | -16.4% | +67.1% | +51.1% |
| 3Y | +57.9% | +35.2% | +22.7% | +36.4% |
| 5Y | +227.0% | -69.4% | +296.4% | +257.9% |
| All | +172.6% | -82.5% | +255.0% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling