+51.3%
CL vs LYFT
-82.5%
+133.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.2% | -1.3% |
| 7D | -2.2% | -8.4% | +6.2% | -2.1% |
| 30D | -6.0% | -7.6% | +1.6% | -5.9% |
| 3M | -2.3% | +11.7% | -14.1% | -2.5% |
| 6M | -2.0% | +15.1% | -17.1% | -2.2% |
| YTD | +11.8% | -20.9% | +32.8% | +12.1% |
| 1Y | +5.8% | -16.4% | +22.2% | +5.9% |
| 3Y | +25.9% | +35.2% | -9.3% | +23.8% |
| 5Y | +26.9% | -69.4% | +96.3% | +29.9% |
| All | +51.3% | -82.5% | +133.7% | +50.4% |
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