-70.4%
LYFT vs CASY
+229.6%
-300.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.5% |
| 7D | -8.4% | -18.6% | +10.2% | -3.6% |
| 30D | -7.6% | -26.6% | +19.0% | -0.5% |
| 3M | +11.7% | -32.8% | +44.5% | +22.7% |
| 6M | +15.1% | -10.0% | +25.1% | +13.8% |
| YTD | -20.9% | +11.6% | -32.5% | -27.9% |
| 1Y | -16.4% | +11.5% | -27.9% | -23.9% |
| 3Y | +35.2% | +160.7% | -125.5% | -12.5% |
| All | -70.4% | +229.6% | -300.0% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 5y: compounded portfolio wealth divided by compounded CASY 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…
5y analysis · Full analysis span regression · 6 months rolling