+117.4%
COIN vs LYFT
+39.4%
+78.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.9% |
| 7D | -5.1% | -8.4% | +3.3% | -1.5% |
| 30D | +17.6% | -7.6% | +25.2% | +21.3% |
| 3M | +9.2% | +11.7% | -2.5% | +3.3% |
| 6M | -11.8% | +15.1% | -26.9% | -18.0% |
| YTD | -22.5% | -20.9% | -1.6% | -16.0% |
| 1Y | -45.9% | -16.4% | -29.5% | -43.7% |
| 3Y | +117.4% | +35.2% | +82.2% | +62.6% |
| All | +117.4% | +39.4% | +78.0% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling