+313.4%
COST vs LYFT
-82.5%
+395.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.2% |
| 7D | -1.2% | -8.4% | +7.2% | -0.8% |
| 30D | -4.7% | -7.6% | +2.9% | -4.4% |
| 3M | -7.1% | +11.7% | -18.9% | -7.8% |
| 6M | -8.5% | +15.1% | -23.6% | -9.4% |
| YTD | +5.4% | -20.9% | +26.3% | +6.3% |
| 1Y | -5.6% | -16.4% | +10.7% | -5.4% |
| 3Y | +68.5% | +35.2% | +33.3% | +60.6% |
| 5Y | +105.2% | -69.4% | +174.6% | +102.0% |
| All | +313.4% | -82.5% | +395.9% | +294.3% |
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