+121.1%
CME vs LYFT
-82.5%
+203.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -1.6% | -8.4% | +6.8% | -1.0% |
| 30D | +5.6% | -7.6% | +13.2% | +6.1% |
| 3M | +5.6% | +11.7% | -6.2% | +4.5% |
| 6M | -8.3% | +15.1% | -23.4% | -9.6% |
| YTD | +4.3% | -20.9% | +25.2% | +5.5% |
| 1Y | +9.1% | -16.4% | +25.5% | +9.4% |
| 3Y | +52.1% | +35.2% | +16.8% | +40.0% |
| 5Y | +79.7% | -69.4% | +149.0% | +90.3% |
| All | +121.1% | -82.5% | +203.6% | +85.2% |
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