+120.0%
CME vs LYFT
-82.8%
+202.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -2.4% | -13.1% | +10.7% | -1.4% |
| 30D | +6.2% | -14.4% | +20.6% | +7.3% |
| 3M | +4.4% | +12.2% | -7.8% | +3.2% |
| 6M | -9.6% | +13.4% | -23.0% | -10.9% |
| YTD | +3.8% | -22.5% | +26.2% | +5.1% |
| 1Y | +9.5% | -20.8% | +30.3% | +10.3% |
| 3Y | +51.9% | +38.8% | +13.1% | +39.3% |
| 5Y | +78.7% | -70.0% | +148.7% | +89.6% |
| All | +120.0% | -82.8% | +202.8% | +84.4% |
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