+103.0%
CPRT vs LYFT
-82.8%
+185.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.1% |
| 7D | -8.4% | -13.1% | +4.7% | -6.6% |
| 30D | +4.6% | -14.4% | +19.0% | +6.9% |
| 3M | -1.9% | +12.2% | -14.1% | -3.8% |
| 6M | -15.3% | +13.4% | -28.7% | -17.2% |
| YTD | -21.5% | -22.5% | +1.0% | -19.3% |
| 1Y | -36.6% | -20.8% | -15.8% | -35.6% |
| 3Y | -31.2% | +38.8% | -70.0% | -39.4% |
| 5Y | -14.1% | -70.0% | +55.8% | -9.6% |
| All | +103.0% | -82.8% | +185.8% | +80.2% |
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 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