+92.3%
CI vs LYFT
-82.9%
+175.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.3% | +9.1% | +1.6% |
| 7D | -1.1% | -14.1% | +13.0% | +0.2% |
| 30D | +0.5% | -13.7% | +14.1% | +1.7% |
| 3M | -5.2% | +7.4% | -12.6% | -6.0% |
| 6M | +4.3% | +8.3% | -4.0% | +3.2% |
| YTD | +2.8% | -23.1% | +25.9% | +4.4% |
| 1Y | -5.8% | -19.0% | +13.2% | -5.2% |
| 3Y | +4.7% | +37.7% | -33.0% | -4.0% |
| 5Y | +42.7% | -70.5% | +113.2% | +54.7% |
| All | +92.3% | -82.9% | +175.3% | +67.1% |
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