+35.2%
LYFT vs CBOE
+89.1%
-53.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +1.6% |
| 7D | -8.4% | -5.8% | -2.6% | -9.4% |
| 30D | -7.6% | -3.1% | -4.5% | -8.1% |
| 3M | +11.7% | -4.8% | +16.5% | +11.7% |
| 6M | +15.1% | -0.6% | +15.7% | +17.0% |
| YTD | -20.9% | +12.8% | -33.7% | -16.4% |
| 1Y | -16.4% | +19.8% | -36.1% | -9.7% |
| 3Y | +35.2% | +86.9% | -51.7% | +58.0% |
| All | +35.2% | +89.1% | -53.9% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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