+7.2%
GEHC vs LYFT
+32.1%
-24.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | -7.2% | -8.4% | +1.2% | -6.2% |
| 30D | -11.6% | -7.6% | -4.0% | -10.8% |
| 3M | -0.8% | +11.7% | -12.6% | -2.3% |
| 6M | -11.9% | +15.1% | -27.0% | -13.6% |
| YTD | -21.9% | -20.9% | -1.0% | -20.5% |
| 1Y | -17.8% | -16.4% | -1.5% | -17.3% |
| 3Y | -3.5% | +35.2% | -38.8% | -9.9% |
| All | +7.2% | +32.1% | -24.9% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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