+11.8%
CRM vs LYFT
+39.4%
-27.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.6% |
| 7D | -4.4% | -8.4% | +3.9% | -2.9% |
| 30D | +28.1% | -7.6% | +35.7% | +29.9% |
| 3M | +48.8% | +11.7% | +37.1% | +45.7% |
| 6M | +28.3% | +15.1% | +13.2% | +24.9% |
| YTD | -6.0% | -20.9% | +14.9% | -3.2% |
| 1Y | +1.4% | -16.4% | +17.8% | +2.9% |
| 3Y | +11.8% | +35.2% | -23.4% | -0.1% |
| All | +11.8% | +39.4% | -27.6% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling