+3,748.8%
CLS vs LYFT
-82.8%
+3,831.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +5.0% | -13.1% | +18.0% | +8.3% |
| 30D | +4.8% | -14.4% | +19.1% | +8.2% |
| 3M | -10.4% | +12.2% | -22.6% | -13.7% |
| 6M | +20.8% | +13.4% | +7.5% | +15.9% |
| YTD | +10.0% | -22.5% | +32.5% | +14.9% |
| 1Y | +28.5% | -20.8% | +49.3% | +31.9% |
| 3Y | +1,292.2% | +38.8% | +1,253.4% | +1,053.2% |
| 5Y | +3,616.8% | -70.0% | +3,686.8% | +4,016.3% |
| All | +3,748.8% | -82.8% | +3,831.6% | +3,325.3% |
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