+197.7%
CAT vs LYFT
+36.7%
+161.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +0.6% | -13.1% | +13.7% | +2.4% |
| 30D | -4.5% | -14.4% | +9.8% | -2.7% |
| 3M | -5.8% | +12.2% | -18.0% | -7.8% |
| 6M | +12.7% | +13.4% | -0.6% | +9.7% |
| YTD | +41.4% | -22.5% | +63.8% | +44.9% |
| 1Y | +92.1% | -20.8% | +112.8% | +94.8% |
| All | +197.7% | +36.7% | +161.0% | +157.2% |
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