-80.4%
LYFT vs CBOE
+227.8%
-308.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.7% |
| 7D | -8.4% | -5.8% | -2.6% | -6.6% |
| 30D | -7.6% | -3.1% | -4.5% | -6.9% |
| 3M | +11.7% | -4.8% | +16.5% | +12.4% |
| 6M | +15.1% | -0.6% | +15.7% | +12.2% |
| YTD | -20.9% | +12.8% | -33.7% | -26.9% |
| 1Y | -16.4% | +19.8% | -36.1% | -24.7% |
| 3Y | +35.2% | +86.9% | -51.7% | -8.0% |
| 5Y | -69.4% | +136.5% | -205.9% | -82.4% |
| All | -80.4% | +227.8% | -308.3% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling