-68.5%
LYFT vs CBOE
+140.5%
-209.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.7% |
| 7D | -4.9% | -4.7% | -0.3% | -4.7% |
| 30D | -9.0% | -3.7% | -5.4% | -8.9% |
| 3M | +17.4% | -3.3% | +20.7% | +17.9% |
| 6M | +21.7% | -1.4% | +23.0% | +21.3% |
| YTD | -17.9% | +14.2% | -32.1% | -19.3% |
| 1Y | -14.6% | +22.4% | -37.0% | -16.6% |
| 3Y | +40.2% | +94.2% | -54.0% | +15.8% |
| 5Y | -68.5% | +143.1% | -211.7% | -78.4% |
| All | -68.5% | +140.5% | -209.0% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling