+166.6%
COP vs LYFT
-82.5%
+249.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | +2.3% | -8.4% | +10.7% | +3.5% |
| 30D | +8.6% | -7.6% | +16.2% | +9.7% |
| 3M | +19.9% | +11.7% | +8.1% | +17.1% |
| 6M | +19.0% | +15.1% | +3.9% | +15.3% |
| YTD | +50.0% | -20.9% | +70.9% | +52.9% |
| 1Y | +50.5% | -16.4% | +66.9% | +50.7% |
| 3Y | +25.2% | +35.2% | -10.0% | +6.3% |
| 5Y | +194.3% | -69.4% | +263.6% | +224.8% |
| All | +166.6% | -82.5% | +249.0% | +116.3% |
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