-80.4%
LYFT vs CNH
+75.9%
-156.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -8.4% | -5.7% | -2.7% | -5.8% |
| 30D | -7.6% | +26.6% | -34.2% | -19.1% |
| 3M | +11.7% | +31.1% | -19.3% | -4.8% |
| 6M | +15.1% | +24.9% | -9.8% | -1.9% |
| YTD | -20.9% | +48.7% | -69.6% | -39.9% |
| 1Y | -16.4% | +22.2% | -38.6% | -29.4% |
| 3Y | +35.2% | +7.4% | +27.8% | +19.4% |
| 5Y | -69.4% | +10.8% | -80.2% | -75.1% |
| All | -80.4% | +75.9% | -156.3% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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