+27.0%
CLF vs LYFT
-82.9%
+109.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.3% | +6.6% | +0.6% |
| 7D | -2.7% | -14.1% | +11.5% | +1.2% |
| 30D | -3.2% | -13.7% | +10.5% | +0.4% |
| 3M | -5.0% | +7.4% | -12.4% | -7.7% |
| 6M | +26.6% | +8.3% | +18.3% | +22.2% |
| YTD | -9.0% | -23.1% | +14.1% | -4.4% |
| 1Y | +11.8% | -19.0% | +30.8% | +14.2% |
| 3Y | -15.1% | +37.7% | -52.8% | -31.6% |
| 5Y | -48.2% | -70.5% | +22.3% | -41.1% |
| All | +27.0% | -82.9% | +109.9% | +14.5% |
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