-3.5%
LYFT vs CMS
+1.4%
-4.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.4% | +11.0% | +12.6% |
| 7D | +14.7% | +4.1% | +10.6% | +15.4% |
| 30D | +19.1% | +10.9% | +8.3% | +21.9% |
| 3M | +12.0% | -0.2% | +12.3% | +10.6% |
| 6M | +33.3% | -4.7% | +38.0% | +31.1% |
| YTD | -3.3% | +3.9% | -7.1% | -4.7% |
| 1Y | -3.5% | +0.4% | -3.9% | -3.9% |
| All | -3.5% | +1.4% | -4.9% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling