-80.4%
LYFT vs CP
+130.1%
-210.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | -8.4% | -2.6% | -5.8% | -6.5% |
| 30D | -7.6% | -3.7% | -3.9% | -5.1% |
| 3M | +11.7% | +0.1% | +11.6% | +10.9% |
| 6M | +15.1% | +7.8% | +7.3% | +7.0% |
| YTD | -20.9% | +21.7% | -42.6% | -33.4% |
| 1Y | -16.4% | +18.6% | -35.0% | -28.5% |
| 3Y | +35.2% | +17.5% | +17.7% | +15.2% |
| 5Y | -69.4% | +35.4% | -104.7% | -78.0% |
| All | -80.4% | +130.1% | -210.6% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling