-80.4%
LYFT vs CGNX
+36.2%
-116.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +0.3% |
| 7D | -8.4% | +3.2% | -11.5% | -9.6% |
| 30D | -7.6% | +6.0% | -13.6% | -10.3% |
| 3M | +11.7% | +3.5% | +8.2% | +8.0% |
| 6M | +15.1% | +26.3% | -11.2% | +0.3% |
| YTD | -20.9% | +79.2% | -100.2% | -45.3% |
| 1Y | -16.4% | +43.8% | -60.2% | -36.3% |
| 3Y | +35.2% | +52.0% | -16.7% | -5.2% |
| 5Y | -69.4% | -24.0% | -45.3% | -71.7% |
| All | -80.4% | +36.2% | -116.6% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling