-9.4%
CTSH vs LYFT
-82.8%
+73.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -9.8% | -13.1% | +3.3% | -7.9% |
| 30D | +0.1% | -14.4% | +14.5% | +2.3% |
| 3M | +13.2% | +12.2% | +1.1% | +11.1% |
| 6M | -6.2% | +13.4% | -19.6% | -8.1% |
| YTD | -28.5% | -22.5% | -6.0% | -26.3% |
| 1Y | -13.8% | -20.8% | +7.0% | -12.1% |
| 3Y | -13.7% | +38.8% | -52.5% | -23.3% |
| 5Y | -16.7% | -70.0% | +53.3% | -11.9% |
| All | -9.4% | -82.8% | +73.4% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling