-70.4%
LYFT vs CP
+34.9%
-105.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | -8.4% | -2.6% | -5.8% | -6.9% |
| 30D | -7.6% | -3.7% | -3.9% | -5.5% |
| 3M | +11.7% | +0.1% | +11.6% | +11.1% |
| 6M | +15.1% | +7.8% | +7.3% | +8.4% |
| YTD | -20.9% | +21.7% | -42.6% | -31.5% |
| 1Y | -16.4% | +18.6% | -35.0% | -26.6% |
| 3Y | +35.2% | +17.5% | +17.7% | +18.4% |
| All | -70.4% | +34.9% | -105.3% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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