+189.7%
COF vs LYFT
-82.5%
+272.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.1% |
| 7D | -5.1% | -8.4% | +3.2% | -3.1% |
| 30D | -6.0% | -7.6% | +1.6% | -4.3% |
| 3M | +14.8% | +11.7% | +3.1% | +11.1% |
| 6M | +15.3% | +15.1% | +0.2% | +10.3% |
| YTD | -13.0% | -20.9% | +7.9% | -9.2% |
| 1Y | -5.7% | -16.4% | +10.7% | -4.1% |
| 3Y | +118.1% | +35.2% | +82.9% | +75.7% |
| 5Y | +46.2% | -69.4% | +115.6% | +63.9% |
| All | +189.7% | -82.5% | +272.2% | +141.8% |
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