+166.0%
COP vs LYFT
-82.8%
+248.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +1.0% | -13.1% | +14.1% | +3.0% |
| 30D | +9.6% | -14.4% | +23.9% | +11.9% |
| 3M | +15.0% | +12.2% | +2.9% | +12.3% |
| 6M | +21.8% | +13.4% | +8.4% | +18.2% |
| YTD | +49.6% | -22.5% | +72.1% | +53.1% |
| 1Y | +49.9% | -20.8% | +70.7% | +51.3% |
| 3Y | +22.6% | +38.8% | -16.2% | +3.4% |
| 5Y | +193.6% | -70.0% | +263.6% | +225.1% |
| All | +166.0% | -82.8% | +248.8% | +116.5% |
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