+355.6%
CDNS vs LYFT
-82.5%
+438.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.2% |
| 7D | -1.1% | -8.4% | +7.2% | +0.3% |
| 30D | -10.4% | -7.6% | -2.8% | -9.3% |
| 3M | -24.6% | +11.7% | -36.3% | -26.3% |
| 6M | -1.6% | +15.1% | -16.7% | -4.3% |
| YTD | -7.4% | -20.9% | +13.5% | -4.5% |
| 1Y | -18.4% | -16.4% | -2.0% | -17.3% |
| 3Y | +19.0% | +35.2% | -16.3% | +5.4% |
| 5Y | +73.4% | -69.4% | +142.8% | +79.7% |
| All | +355.6% | -82.5% | +438.1% | +301.6% |
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