+325.5%
CAT vs LYFT
-70.5%
+396.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +0.6% | -13.1% | +13.7% | +2.0% |
| 30D | -4.5% | -14.4% | +9.8% | -3.2% |
| 3M | -5.8% | +12.2% | -18.0% | -7.3% |
| 6M | +12.7% | +13.4% | -0.6% | +10.6% |
| YTD | +41.4% | -22.5% | +63.8% | +43.9% |
| 1Y | +92.1% | -20.8% | +112.8% | +94.2% |
| 3Y | +197.5% | +38.8% | +158.6% | +176.4% |
| All | +325.5% | -70.5% | +396.0% | +329.8% |
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