+510.9%
GLW vs LYFT
-82.5%
+593.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.7% |
| 7D | +7.8% | -8.4% | +16.2% | +9.1% |
| 30D | -0.4% | -7.6% | +7.2% | +0.5% |
| 3M | -5.6% | +11.7% | -17.3% | -7.6% |
| 6M | +26.7% | +15.1% | +11.6% | +22.9% |
| YTD | +91.0% | -20.9% | +112.0% | +95.2% |
| 1Y | +122.4% | -16.4% | +138.8% | +123.5% |
| 3Y | +471.0% | +35.2% | +435.8% | +399.6% |
| 5Y | +385.6% | -69.4% | +455.0% | +413.7% |
| All | +510.9% | -82.5% | +593.3% | +459.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling