-70.4%
LYFT vs CBRE
+43.6%
-114.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +0.5% |
| 7D | -8.4% | -5.0% | -3.4% | -4.4% |
| 30D | -7.6% | -4.7% | -2.9% | -4.2% |
| 3M | +11.7% | +6.5% | +5.2% | +5.4% |
| 6M | +15.1% | +6.1% | +9.0% | +7.5% |
| YTD | -20.9% | -12.6% | -8.3% | -12.7% |
| 1Y | -16.4% | -15.3% | -1.1% | -5.7% |
| 3Y | +35.2% | +64.6% | -29.4% | -19.9% |
| All | -70.4% | +43.6% | -114.0% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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