-70.4%
LYFT vs CMS
+22.4%
-92.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.0% |
| 7D | -8.4% | -1.9% | -6.5% | -8.4% |
| 30D | -7.6% | -4.1% | -3.5% | -7.6% |
| 3M | +11.7% | -7.1% | +18.8% | +11.6% |
| 6M | +15.1% | -10.1% | +25.2% | +15.1% |
| YTD | -20.9% | -1.7% | -19.2% | -21.2% |
| 1Y | -16.4% | -3.4% | -13.0% | -16.7% |
| 3Y | +35.2% | +31.6% | +3.7% | +31.3% |
| All | -70.4% | +22.4% | -92.8% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling