+173.3%
XLE vs LYFT
-82.9%
+256.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.3% | +9.1% | +2.0% |
| 7D | +0.3% | -14.1% | +14.4% | +2.4% |
| 30D | +8.5% | -13.7% | +22.2% | +10.6% |
| 3M | +14.6% | +7.4% | +7.2% | +12.7% |
| 6M | +17.6% | +8.3% | +9.3% | +15.1% |
| YTD | +48.1% | -23.1% | +71.2% | +51.6% |
| 1Y | +53.8% | -19.0% | +72.8% | +54.9% |
| 3Y | +56.2% | +37.7% | +18.5% | +34.3% |
| 5Y | +227.7% | -70.5% | +298.2% | +261.4% |
| All | +173.3% | -82.9% | +256.2% | +140.1% |
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