+53.4%
CL vs LYFT
-82.9%
+136.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.8% | -0.3% |
| 7D | -2.3% | -14.1% | +11.8% | -2.1% |
| 30D | -5.5% | -13.7% | +8.2% | -5.3% |
| 3M | +0.8% | +7.4% | -6.6% | +0.7% |
| 6M | -4.2% | +8.3% | -12.5% | -4.3% |
| YTD | +13.4% | -23.1% | +36.5% | +13.7% |
| 1Y | +7.1% | -19.0% | +26.0% | +7.1% |
| 3Y | +29.0% | +37.7% | -8.7% | +26.7% |
| 5Y | +28.3% | -70.5% | +98.8% | +31.4% |
| All | +53.4% | -82.9% | +136.3% | +52.6% |
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