+69.6%
CSX vs LYFT
-70.7%
+140.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.1% | -13.1% | +13.2% | +1.1% |
| 30D | -1.5% | -14.4% | +12.8% | -0.5% |
| 3M | +6.0% | +12.2% | -6.2% | +4.8% |
| 6M | +20.6% | +13.4% | +7.2% | +19.0% |
| YTD | +36.5% | -22.5% | +59.0% | +38.3% |
| 1Y | +55.0% | -20.8% | +75.8% | +56.1% |
| 3Y | +70.8% | +38.8% | +31.9% | +59.6% |
| 5Y | +69.6% | -70.0% | +139.5% | +68.9% |
| All | +69.6% | -70.7% | +140.2% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling