-80.4%
LYFT vs CHRW
+109.8%
-190.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -8.4% | +3.5% | -11.9% | -9.5% |
| 30D | -7.6% | +4.6% | -12.2% | -9.2% |
| 3M | +11.7% | -19.7% | +31.5% | +19.0% |
| 6M | +15.1% | -12.4% | +27.5% | +17.6% |
| YTD | -20.9% | -3.9% | -17.0% | -22.4% |
| 1Y | -16.4% | +18.4% | -34.8% | -25.5% |
| 3Y | +35.2% | +88.8% | -53.6% | -3.3% |
| 5Y | -69.4% | +93.5% | -162.9% | -79.1% |
| All | -80.4% | +109.8% | -190.2% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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