+10.7%
CARR vs LYFT
-69.9%
+80.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.2% |
| 7D | -3.8% | -8.4% | +4.6% | -2.7% |
| 30D | -8.9% | -7.6% | -1.3% | -8.1% |
| 3M | -17.3% | +11.7% | -29.1% | -18.8% |
| 6M | -1.4% | +15.1% | -16.5% | -3.8% |
| YTD | +10.0% | -20.9% | +30.9% | +12.2% |
| 1Y | -6.4% | -16.4% | +10.0% | -5.8% |
| 3Y | +1.5% | +35.2% | -33.7% | -8.2% |
| All | +10.7% | -69.9% | +80.6% | +5.1% |
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 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