+245.9%
CRH vs LYFT
-82.5%
+328.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | -6.1% | -8.4% | +2.3% | -4.6% |
| 30D | -9.3% | -7.6% | -1.7% | -8.0% |
| 3M | -15.2% | +11.7% | -26.9% | -17.1% |
| 6M | -14.2% | +15.1% | -29.3% | -16.9% |
| YTD | -28.3% | -20.9% | -7.3% | -25.9% |
| 1Y | -21.8% | -16.4% | -5.4% | -20.9% |
| 3Y | +71.6% | +35.2% | +36.4% | +48.8% |
| 5Y | +96.6% | -69.4% | +166.0% | +111.9% |
| All | +245.9% | -82.5% | +328.4% | +208.3% |
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