+26.7%
CLF vs LYFT
-82.5%
+109.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.4% |
| 7D | -3.5% | -8.4% | +4.9% | -1.3% |
| 30D | -1.6% | -7.6% | +6.0% | +0.3% |
| 3M | -12.0% | +11.7% | -23.8% | -15.5% |
| 6M | +30.0% | +15.1% | +14.9% | +23.4% |
| YTD | -9.2% | -20.9% | +11.7% | -5.4% |
| 1Y | +2.3% | -16.4% | +18.7% | +3.6% |
| 3Y | -14.4% | +35.2% | -49.6% | -30.6% |
| 5Y | -48.3% | -69.4% | +21.0% | -41.9% |
| All | +26.7% | -82.5% | +109.1% | +13.4% |
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