+410.7%
COR vs LYFT
-82.5%
+493.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | -2.8% | -8.4% | +5.5% | -2.5% |
| 30D | +2.6% | -7.6% | +10.2% | +2.9% |
| 3M | +14.5% | +11.7% | +2.7% | +13.8% |
| 6M | -7.8% | +15.1% | -22.9% | -8.6% |
| YTD | -4.2% | -20.9% | +16.7% | -3.6% |
| 1Y | +7.0% | -16.4% | +23.4% | +7.2% |
| 3Y | +85.5% | +35.2% | +50.3% | +75.9% |
| 5Y | +181.2% | -69.4% | +250.6% | +197.9% |
| All | +410.7% | -82.5% | +493.1% | +397.8% |
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