-71.0%
LYFT vs CF
+226.2%
-297.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | -13.1% | -2.0% | -11.1% | -12.9% |
| 30D | -14.4% | +15.3% | -29.7% | -15.9% |
| 3M | +12.2% | +24.3% | -12.1% | +8.6% |
| 6M | +13.4% | +23.9% | -10.5% | +8.0% |
| YTD | -22.5% | +77.3% | -99.7% | -31.6% |
| 1Y | -20.8% | +58.7% | -79.5% | -28.5% |
| 3Y | +38.8% | +72.8% | -34.0% | +21.0% |
| All | -71.0% | +226.2% | -297.2% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling