+537.6%
GS vs LYFT
-82.5%
+620.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | -0.9% | -8.4% | +7.5% | +0.6% |
| 30D | -0.3% | -7.6% | +7.3% | +1.0% |
| 3M | -0.1% | +11.7% | -11.9% | -2.6% |
| 6M | +26.1% | +15.1% | +11.0% | +22.0% |
| YTD | +18.8% | -20.9% | +39.7% | +22.4% |
| 1Y | +33.7% | -16.4% | +50.1% | +35.2% |
| 3Y | +238.9% | +35.2% | +203.7% | +192.5% |
| 5Y | +187.9% | -69.4% | +257.3% | +213.5% |
| All | +537.6% | -82.5% | +620.1% | +475.7% |
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 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