-63.4%
LYFT vs ZCMD
-100.0%
+36.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.0% | +9.0% | +2.1% |
| 7D | -8.4% | -5.4% | -3.0% | -8.3% |
| 30D | -7.6% | -24.8% | +17.2% | -7.4% |
| 3M | +11.7% | -62.8% | +74.5% | +10.6% |
| 6M | +15.1% | -99.5% | +114.6% | +23.4% |
| YTD | -20.9% | -99.8% | +78.9% | -13.6% |
| 1Y | -16.4% | -99.9% | +83.5% | -6.4% |
| 3Y | +35.2% | -100.0% | +135.2% | +65.0% |
| 5Y | -69.4% | -100.0% | +30.6% | -62.3% |
| All | -63.4% | -100.0% | +36.6% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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