+125.2%
CVS vs LYFT
-82.8%
+208.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -2.0% | -13.1% | +11.1% | -1.2% |
| 30D | +1.9% | -14.4% | +16.3% | +2.7% |
| 3M | -2.2% | +12.2% | -14.4% | -3.0% |
| 6M | +26.7% | +13.4% | +13.4% | +25.5% |
| YTD | +22.9% | -22.5% | +45.3% | +24.1% |
| 1Y | +32.9% | -20.8% | +53.7% | +33.7% |
| 3Y | +62.3% | +38.8% | +23.5% | +52.6% |
| 5Y | +34.2% | -70.0% | +104.2% | +38.9% |
| All | +125.2% | -82.8% | +208.0% | +115.0% |
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