+35.5%
XLV vs LYFT
-69.9%
+105.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | -3.6% | -8.4% | +4.8% | -3.2% |
| 30D | -1.8% | -7.6% | +5.8% | -1.5% |
| 3M | +7.8% | +11.7% | -4.0% | +7.1% |
| 6M | +9.1% | +15.1% | -6.0% | +8.2% |
| YTD | +7.7% | -20.9% | +28.6% | +8.5% |
| 1Y | +20.4% | -16.4% | +36.8% | +20.7% |
| 3Y | +30.8% | +35.2% | -4.4% | +25.7% |
| All | +35.5% | -69.9% | +105.4% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling