-80.4%
LYFT vs COO
-26.9%
-53.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | -8.4% | -22.5% | +14.2% | +7.5% |
| 30D | -7.6% | -29.7% | +22.1% | +15.8% |
| 3M | +11.7% | -20.1% | +31.9% | +27.9% |
| 6M | +15.1% | -26.9% | +42.0% | +38.7% |
| YTD | -20.9% | -34.2% | +13.3% | +2.2% |
| 1Y | -16.4% | -21.3% | +4.9% | -6.4% |
| 3Y | +35.2% | -38.7% | +73.9% | +69.3% |
| 5Y | -69.4% | -52.2% | -17.2% | -53.0% |
| All | -80.4% | -26.9% | -53.5% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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