+34.2%
LYFT vs CART
+12.5%
+21.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | -13.1% | -8.7% | -4.4% | -10.8% |
| 30D | -14.4% | -4.4% | -10.0% | -13.3% |
| 3M | +12.2% | +14.6% | -2.5% | +8.2% |
| 6M | +13.4% | +24.4% | -11.0% | +6.5% |
| YTD | -22.5% | +5.0% | -27.5% | -24.3% |
| 1Y | -20.8% | +0.5% | -21.3% | -22.4% |
| All | +34.2% | +12.5% | +21.8% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 3y: compounded portfolio wealth divided by compounded CART 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…
3y analysis · Full analysis span regression · 6 months rolling