-80.4%
LYFT vs CRL
+92.9%
-173.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.0% |
| 7D | -8.4% | -3.5% | -4.8% | -6.6% |
| 30D | -7.6% | -2.1% | -5.5% | -6.6% |
| 3M | +11.7% | +48.0% | -36.2% | -10.3% |
| 6M | +15.1% | +64.7% | -49.6% | -14.6% |
| YTD | -20.9% | +39.5% | -60.4% | -35.7% |
| 1Y | -16.4% | +74.2% | -90.6% | -41.0% |
| 3Y | +35.2% | +39.4% | -4.2% | +2.6% |
| 5Y | -69.4% | -36.9% | -32.5% | -63.6% |
| All | -80.4% | +92.9% | -173.4% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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