-52.4%
CCL vs LYFT
-82.5%
+30.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.3% |
| 7D | -3.2% | -8.4% | +5.1% | +0.5% |
| 30D | -17.8% | -7.6% | -10.2% | -15.0% |
| 3M | -18.7% | +11.7% | -30.4% | -23.3% |
| 6M | -11.4% | +15.1% | -26.5% | -18.0% |
| YTD | -24.3% | -20.9% | -3.4% | -18.0% |
| 1Y | -28.8% | -16.4% | -12.4% | -26.9% |
| 3Y | +49.3% | +35.2% | +14.1% | -2.4% |
| 5Y | +1.6% | -69.4% | +71.0% | +28.4% |
| All | -52.4% | -82.5% | +30.1% | -58.4% |
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