+421.5%
CARR vs LYFT
-6.0%
+427.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.2% |
| 7D | -3.8% | -8.4% | +4.6% | -2.6% |
| 30D | -8.9% | -7.6% | -1.3% | -8.0% |
| 3M | -17.3% | +11.7% | -29.1% | -18.9% |
| 6M | -1.4% | +15.1% | -16.5% | -4.1% |
| YTD | +10.0% | -20.9% | +30.9% | +12.4% |
| 1Y | -6.4% | -16.4% | +10.0% | -5.8% |
| 3Y | +1.5% | +35.2% | -33.7% | -9.3% |
| 5Y | +9.3% | -69.4% | +78.7% | +13.3% |
| All | +421.5% | -6.0% | +427.5% | +353.7% |
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