+4,001.2%
CLS vs LYFT
-82.5%
+4,083.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +6.1% |
| 7D | +10.9% | -8.4% | +19.3% | +13.1% |
| 30D | +2.1% | -7.6% | +9.7% | +3.7% |
| 3M | -10.2% | +11.7% | -21.9% | -13.5% |
| 6M | +30.4% | +15.1% | +15.3% | +24.7% |
| YTD | +17.2% | -20.9% | +38.1% | +21.9% |
| 1Y | +41.0% | -16.4% | +57.4% | +42.9% |
| 3Y | +1,338.0% | +35.2% | +1,302.8% | +1,099.1% |
| 5Y | +3,860.6% | -69.4% | +3,929.9% | +4,266.5% |
| All | +4,001.2% | -82.5% | +4,083.6% | +3,533.5% |
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 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