+155.1%
XLF vs LYFT
-82.5%
+237.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | -1.5% | -8.4% | +6.9% | -0.3% |
| 30D | -1.2% | -7.6% | +6.4% | -0.1% |
| 3M | +9.2% | +11.7% | -2.6% | +7.0% |
| 6M | +16.3% | +15.1% | +1.2% | +13.3% |
| YTD | +5.4% | -20.9% | +26.3% | +7.9% |
| 1Y | +7.6% | -16.4% | +24.0% | +8.5% |
| 3Y | +74.2% | +35.2% | +39.0% | +53.1% |
| 5Y | +66.1% | -69.4% | +135.5% | +77.7% |
| All | +155.1% | -82.5% | +237.6% | +127.9% |
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