+19.6%
CME vs LYFT
-6.2%
+25.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.4% | -11.0% | +1.2% |
| 7D | +4.8% | +14.7% | -9.8% | +4.7% |
| 30D | +14.2% | +19.1% | -5.0% | +14.1% |
| 3M | +17.9% | +12.0% | +5.9% | +17.7% |
| 6M | +7.2% | +33.3% | -26.0% | +7.4% |
| YTD | +16.7% | -3.3% | +20.0% | +17.5% |
| 1Y | +19.6% | -3.5% | +23.1% | +20.3% |
| All | +19.6% | -6.2% | +25.8% | +20.3% |
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 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