+421.5%
CORZ vs LYFT
+19.0%
+402.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +2.7% |
| 7D | +0.3% | -8.4% | +8.7% | +2.7% |
| 30D | -14.0% | -7.6% | -6.4% | -12.3% |
| 3M | -34.1% | +11.7% | -45.8% | -37.1% |
| 6M | +8.5% | +15.1% | -6.6% | +2.3% |
| YTD | +23.2% | -20.9% | +44.1% | +29.1% |
| 1Y | +15.4% | -16.4% | +31.7% | +16.7% |
| All | +421.5% | +19.0% | +402.5% | +357.9% |
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 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