+498.9%
GLW vs LYFT
-82.8%
+581.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.3% |
| 7D | +11.7% | -13.1% | +24.8% | +13.9% |
| 30D | +2.7% | -14.4% | +17.0% | +4.7% |
| 3M | -2.8% | +12.2% | -15.0% | -4.9% |
| 6M | +20.2% | +13.4% | +6.8% | +16.8% |
| YTD | +87.3% | -22.5% | +109.7% | +91.9% |
| 1Y | +119.6% | -20.8% | +140.4% | +122.5% |
| 3Y | +453.7% | +38.8% | +414.9% | +381.9% |
| 5Y | +376.1% | -70.0% | +446.0% | +405.1% |
| All | +498.9% | -82.8% | +581.7% | +449.9% |
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 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