+24.6%
XLP vs LYFT
+36.7%
-12.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -2.5% | -13.1% | +10.5% | -2.4% |
| 30D | -1.9% | -14.4% | +12.5% | -1.7% |
| 3M | -2.1% | +12.2% | -14.3% | -2.2% |
| 6M | -1.8% | +13.4% | -15.2% | -2.0% |
| YTD | +8.3% | -22.5% | +30.8% | +8.6% |
| 1Y | +6.8% | -20.8% | +27.6% | +7.0% |
| All | +24.6% | +36.7% | -12.0% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling