+122.4%
GLW vs LYFT
-19.5%
+141.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +2.0% |
| 7D | +7.8% | -8.4% | +16.2% | +8.0% |
| 30D | -0.4% | -7.6% | +7.2% | -0.4% |
| 3M | -5.6% | +11.7% | -17.3% | -6.3% |
| 6M | +26.7% | +15.1% | +11.6% | +25.0% |
| YTD | +91.0% | -20.9% | +112.0% | +92.6% |
| 1Y | +122.4% | -16.4% | +138.8% | +129.9% |
| All | +122.4% | -19.5% | +141.9% | +129.9% |
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