+601.0%
CAT vs LYFT
-82.9%
+684.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.4% | +0.3% |
| 7D | +2.9% | -14.1% | +17.1% | +5.0% |
| 30D | -2.6% | -13.7% | +11.0% | -0.8% |
| 3M | -10.7% | +7.4% | -18.1% | -12.0% |
| 6M | +16.1% | +8.3% | +7.9% | +13.9% |
| YTD | +43.2% | -23.1% | +66.3% | +46.8% |
| 1Y | +96.8% | -19.0% | +115.8% | +99.0% |
| 3Y | +201.4% | +37.7% | +163.6% | +169.0% |
| 5Y | +332.7% | -70.5% | +403.2% | +359.6% |
| All | +601.0% | -82.9% | +684.0% | +566.1% |
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 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