+35.2%
LYFT vs COPX
+149.4%
-114.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -2.3% | -6.0% | -7.7% |
| 30D | -7.6% | +0.3% | -7.9% | -8.3% |
| 3M | +11.7% | +6.8% | +4.9% | +6.6% |
| 6M | +15.1% | +7.9% | +7.2% | +6.5% |
| YTD | -20.9% | +23.7% | -44.6% | -34.8% |
| 1Y | -16.4% | +71.5% | -87.9% | -45.5% |
| 3Y | +35.2% | +149.1% | -113.9% | -45.8% |
| All | +35.2% | +149.4% | -114.1% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling