-80.4%
LYFT vs CAG
-26.6%
-53.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | -8.4% | -5.7% | -2.7% | -8.7% |
| 30D | -7.6% | -2.4% | -5.2% | -7.7% |
| 3M | +11.7% | +9.8% | +2.0% | +12.8% |
| 6M | +15.1% | -10.8% | +25.9% | +14.0% |
| YTD | -20.9% | -10.8% | -10.1% | -21.6% |
| 1Y | -16.4% | -19.0% | +2.6% | -17.6% |
| 3Y | +35.2% | -39.7% | +74.9% | +30.3% |
| 5Y | -69.4% | -43.0% | -26.4% | -70.6% |
| All | -80.4% | -26.6% | -53.8% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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