-14.4%
CTSH vs LYFT
-69.9%
+55.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.6% |
| 7D | -3.7% | -8.4% | +4.7% | -2.7% |
| 30D | +3.7% | -7.6% | +11.3% | +4.7% |
| 3M | +17.9% | +11.7% | +6.2% | +16.2% |
| 6M | -2.6% | +15.1% | -17.7% | -4.4% |
| YTD | -26.4% | -20.9% | -5.5% | -24.9% |
| 1Y | -13.0% | -16.4% | +3.3% | -12.3% |
| 3Y | -11.2% | +35.2% | -46.4% | -18.4% |
| All | -14.4% | -69.9% | +55.5% | -12.2% |
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