+632.4%
GEV vs LYFT
-23.1%
+655.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.3% |
| 7D | +1.6% | -8.4% | +10.0% | +3.1% |
| 30D | -7.9% | -7.6% | -0.3% | -6.8% |
| 3M | +5.6% | +11.7% | -6.1% | +3.0% |
| 6M | +13.1% | +15.1% | -2.0% | +9.1% |
| YTD | +46.7% | -20.9% | +67.6% | +51.0% |
| 1Y | +51.3% | -16.4% | +67.7% | +51.8% |
| All | +632.4% | -23.1% | +655.6% | +602.4% |
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