+31.0%
GLW vs LYFT
+11.7%
+19.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.8% | +1.1% |
| 7D | +16.9% | -14.1% | +31.0% | +16.2% |
| 30D | +7.0% | -13.7% | +20.7% | +6.3% |
| 3M | -3.0% | +7.4% | -10.4% | -3.7% |
| 6M | +31.0% | +8.3% | +22.7% | +29.7% |
| All | +31.0% | +11.7% | +19.3% | +29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling