+172.1%
CB vs LYFT
-82.5%
+254.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | -0.7% | -8.4% | +7.7% | -0.1% |
| 30D | -1.2% | -7.6% | +6.4% | -0.7% |
| 3M | +3.8% | +11.7% | -8.0% | +2.7% |
| 6M | +5.8% | +15.1% | -9.3% | +4.2% |
| YTD | +9.4% | -20.9% | +30.3% | +10.6% |
| 1Y | +20.7% | -16.4% | +37.0% | +20.9% |
| 3Y | +70.1% | +35.2% | +34.8% | +56.2% |
| 5Y | +101.4% | -69.4% | +170.7% | +115.6% |
| All | +172.1% | -82.5% | +254.6% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling