-80.8%
LYFT vs COO
-26.6%
-54.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.7% | +15.5% | +10.5% |
| 7D | -13.1% | -23.3% | +10.2% | +2.7% |
| 30D | -14.4% | -29.5% | +15.1% | +7.1% |
| 3M | +12.2% | -20.0% | +32.1% | +28.3% |
| 6M | +13.4% | -27.2% | +40.6% | +37.0% |
| YTD | -22.5% | -33.9% | +11.4% | -0.1% |
| 1Y | -20.8% | -19.9% | -0.8% | -12.4% |
| 3Y | +38.8% | -38.1% | +76.9% | +72.6% |
| 5Y | -70.0% | -52.0% | -18.0% | -54.1% |
| All | -80.8% | -26.6% | -54.2% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling