+9.3%
CME vs LYFT
-1.1%
+10.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | -0.4% |
| 7D | -1.6% | -5.5% | +4.0% | -1.7% |
| 30D | +6.2% | +1.5% | +4.8% | +6.3% |
| 3M | +10.4% | +18.4% | -8.0% | +10.9% |
| 6M | -9.5% | +20.8% | -30.3% | -9.2% |
| YTD | +6.0% | -13.7% | +19.7% | +6.4% |
| 1Y | +9.3% | -0.4% | +9.7% | +9.6% |
| All | +9.3% | -1.1% | +10.3% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling