-27.8%
COIN vs LYFT
-69.9%
+42.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.7% |
| 7D | -5.1% | -8.4% | +3.3% | -0.9% |
| 30D | +17.6% | -7.6% | +25.2% | +21.9% |
| 3M | +9.2% | +11.7% | -2.5% | +2.2% |
| 6M | -11.8% | +15.1% | -26.9% | -19.2% |
| YTD | -22.5% | -20.9% | -1.6% | -14.6% |
| 1Y | -45.9% | -16.4% | -29.5% | -43.4% |
| 3Y | +117.4% | +35.2% | +82.2% | +49.8% |
| All | -27.8% | -69.9% | +42.1% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling