-80.4%
LYFT vs CG
+203.1%
-283.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.2% |
| 7D | -8.4% | -9.9% | +1.5% | -1.5% |
| 30D | -7.6% | -11.7% | +4.1% | +0.4% |
| 3M | +11.7% | -4.3% | +16.0% | +13.6% |
| 6M | +15.1% | -8.8% | +23.9% | +19.6% |
| YTD | -20.9% | -26.9% | +6.0% | -4.3% |
| 1Y | -16.4% | -35.4% | +19.0% | +9.7% |
| 3Y | +35.2% | +43.0% | -7.8% | -9.5% |
| 5Y | -69.4% | +1.9% | -71.3% | -74.6% |
| All | -80.4% | +203.1% | -283.6% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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