-16.0%
CLF vs LYFT
+36.7%
-52.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -3.7% | -13.1% | +9.4% | -0.7% |
| 30D | -4.7% | -14.4% | +9.7% | -1.6% |
| 3M | -4.7% | +12.2% | -16.8% | -8.0% |
| 6M | +24.0% | +13.4% | +10.6% | +19.1% |
| YTD | -10.9% | -22.5% | +11.5% | -7.2% |
| 1Y | +4.0% | -20.8% | +24.8% | +6.5% |
| All | -16.0% | +36.7% | -52.7% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling