+238.8%
GS vs LYFT
+35.6%
+203.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.5% | +0.4% |
| 7D | +2.4% | -14.1% | +16.5% | +4.6% |
| 30D | -0.1% | -13.7% | +13.6% | +1.9% |
| 3M | +0.2% | +7.4% | -7.3% | -1.2% |
| 6M | +24.8% | +8.3% | +16.5% | +22.6% |
| YTD | +18.8% | -23.1% | +41.8% | +22.0% |
| 1Y | +37.3% | -19.0% | +56.3% | +39.0% |
| All | +238.8% | +35.6% | +203.2% | +200.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling