+3.5%
COR vs LYFT
-6.2%
+9.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.4% | -8.5% | +3.3% |
| 7D | +9.1% | +14.7% | -5.5% | +8.4% |
| 30D | +12.4% | +19.1% | -6.7% | +11.5% |
| 3M | +15.8% | +12.0% | +3.8% | +15.1% |
| 6M | +17.1% | +33.3% | -16.2% | +16.3% |
| YTD | +5.4% | -3.3% | +8.7% | +4.3% |
| 1Y | +3.5% | -3.5% | +7.0% | +2.2% |
| All | +3.5% | -6.2% | +9.7% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling