+40.6%
GLW vs LYFT
-6.2%
+46.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +12.4% | -18.3% | -5.1% |
| 7D | -9.5% | +14.7% | -24.2% | -8.7% |
| 30D | -25.5% | +19.1% | -44.6% | -24.8% |
| 3M | -25.6% | +12.0% | -37.6% | -25.0% |
| 6M | -25.5% | +33.3% | -58.8% | -25.7% |
| YTD | +36.4% | -3.3% | +39.6% | +40.2% |
| 1Y | +40.6% | -3.5% | +44.1% | +40.3% |
| All | +40.6% | -6.2% | +46.8% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling