+184.8%
COP vs LYFT
-69.9%
+254.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.2% |
| 7D | +2.3% | -8.4% | +10.7% | +2.5% |
| 30D | +8.6% | -7.6% | +16.2% | +8.8% |
| 3M | +19.9% | +11.7% | +8.1% | +19.4% |
| 6M | +19.0% | +15.1% | +3.9% | +18.3% |
| YTD | +50.0% | -20.9% | +70.9% | +50.8% |
| 1Y | +50.5% | -16.4% | +66.9% | +50.7% |
| 3Y | +25.2% | +35.2% | -10.0% | +21.6% |
| All | +184.8% | -69.9% | +254.7% | +202.9% |
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