+116.9%
CSX vs LYFT
-82.5%
+199.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -0.9% | -8.4% | +7.4% | +0.1% |
| 30D | -2.0% | -7.6% | +5.6% | -1.1% |
| 3M | +3.6% | +11.7% | -8.1% | +1.7% |
| 6M | +22.0% | +15.1% | +6.9% | +19.0% |
| YTD | +36.3% | -20.9% | +57.2% | +39.0% |
| 1Y | +50.9% | -16.4% | +67.3% | +51.7% |
| 3Y | +69.2% | +35.2% | +33.9% | +49.6% |
| 5Y | +69.2% | -69.4% | +138.6% | +79.9% |
| All | +116.9% | -82.5% | +199.3% | +85.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling