+97.7%
CPRT vs LYFT
-82.5%
+180.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.9% |
| 7D | -11.2% | -8.4% | -2.8% | -10.1% |
| 30D | +3.3% | -7.6% | +10.9% | +4.4% |
| 3M | -3.6% | +11.7% | -15.3% | -5.3% |
| 6M | -15.8% | +15.1% | -30.9% | -17.8% |
| YTD | -23.5% | -20.9% | -2.6% | -21.7% |
| 1Y | -38.8% | -16.4% | -22.4% | -38.3% |
| 3Y | -33.4% | +35.2% | -68.7% | -41.1% |
| 5Y | -16.4% | -69.4% | +53.0% | -12.2% |
| All | +97.7% | -82.5% | +180.2% | +75.0% |
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