+32.6%
LYFT vs CF
+71.9%
-39.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.0% |
| 7D | -13.1% | -2.0% | -11.1% | -12.9% |
| 30D | -14.4% | +15.3% | -29.7% | -15.5% |
| 3M | +12.2% | +24.3% | -12.1% | +9.1% |
| 6M | +13.4% | +23.9% | -10.5% | +7.6% |
| YTD | -22.5% | +77.3% | -99.7% | -34.2% |
| 1Y | -20.8% | +58.7% | -79.5% | -30.5% |
| All | +32.6% | +71.9% | -39.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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