+216.7%
CTVA vs LYFT
-73.8%
+290.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | -4.5% | -8.4% | +3.9% | -3.6% |
| 30D | +11.3% | -7.6% | +18.9% | +12.3% |
| 3M | +12.3% | +11.7% | +0.6% | +10.5% |
| 6M | +7.2% | +15.1% | -7.9% | +4.8% |
| YTD | +26.0% | -20.9% | +46.9% | +28.3% |
| 1Y | +16.0% | -16.4% | +32.4% | +16.7% |
| 3Y | +73.9% | +35.2% | +38.7% | +56.6% |
| 5Y | +103.8% | -69.4% | +173.2% | +118.5% |
| All | +216.7% | -73.8% | +290.5% | +197.0% |
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