-80.4%
LYFT vs CLX
-30.9%
-49.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +1.9% |
| 7D | -8.4% | -5.7% | -2.7% | -8.8% |
| 30D | -7.6% | -17.0% | +9.4% | -9.1% |
| 3M | +11.7% | -9.7% | +21.4% | +10.8% |
| 6M | +15.1% | -19.8% | +34.9% | +12.8% |
| YTD | -20.9% | -9.8% | -11.1% | -21.4% |
| 1Y | -16.4% | -26.2% | +9.8% | -18.4% |
| 3Y | +35.2% | -36.2% | +71.4% | +29.3% |
| 5Y | -69.4% | -38.3% | -31.0% | -71.2% |
| All | -80.4% | -30.9% | -49.6% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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