-81.0%
LYFT vs CF
+309.3%
-390.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.8% | -11.1% | -9.3% |
| 7D | -14.1% | -0.8% | -13.3% | -13.9% |
| 30D | -13.7% | +14.3% | -27.9% | -18.3% |
| 3M | +7.4% | +27.9% | -20.4% | -3.8% |
| 6M | +8.3% | +25.5% | -17.2% | -5.9% |
| YTD | -23.1% | +81.2% | -104.3% | -44.2% |
| 1Y | -19.0% | +66.5% | -85.5% | -39.1% |
| 3Y | +37.7% | +76.7% | -39.0% | -3.6% |
| 5Y | -70.5% | +237.8% | -308.3% | -89.1% |
| All | -81.0% | +309.3% | -390.2% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling