+47.4%
CI vs LYFT
-69.9%
+117.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.1% |
| 7D | -0.1% | -8.4% | +8.3% | +0.1% |
| 30D | +1.8% | -7.6% | +9.4% | +1.9% |
| 3M | -4.2% | +11.7% | -16.0% | -4.5% |
| 6M | +8.8% | +15.1% | -6.3% | +8.4% |
| YTD | +3.7% | -20.9% | +24.6% | +4.1% |
| 1Y | -6.1% | -16.4% | +10.2% | -6.0% |
| 3Y | +4.5% | +35.2% | -30.7% | +2.8% |
| All | +47.4% | -69.9% | +117.3% | +57.2% |
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