+59.1%
CRM vs LYFT
-82.5%
+141.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.5% |
| 7D | -4.4% | -8.4% | +3.9% | -2.8% |
| 30D | +28.1% | -7.6% | +35.7% | +30.0% |
| 3M | +48.8% | +11.7% | +37.1% | +45.3% |
| 6M | +28.3% | +15.1% | +13.2% | +24.4% |
| YTD | -6.0% | -20.9% | +14.9% | -2.6% |
| 1Y | +1.4% | -16.4% | +17.8% | +3.2% |
| 3Y | +11.8% | +35.2% | -23.4% | -3.3% |
| 5Y | -2.0% | -69.4% | +67.3% | +3.8% |
| All | +59.1% | -82.5% | +141.6% | +40.4% |
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