+491.7%
CAH vs LYFT
-82.5%
+574.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.7% |
| 7D | -5.1% | -8.4% | +3.3% | -4.6% |
| 30D | +0.2% | -7.6% | +7.8% | +0.6% |
| 3M | +6.3% | +11.7% | -5.4% | +5.5% |
| 6M | +9.4% | +15.1% | -5.7% | +8.2% |
| YTD | +15.0% | -20.9% | +35.9% | +16.0% |
| 1Y | +55.4% | -16.4% | +71.8% | +55.7% |
| 3Y | +173.8% | +35.2% | +138.6% | +157.2% |
| 5Y | +395.2% | -69.4% | +464.6% | +425.0% |
| All | +491.7% | -82.5% | +574.1% | +462.7% |
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