+467.8%
GS vs LYFT
-80.6%
+548.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +5.9% | -0.6% | +6.5% | +6.0% |
| 30D | +4.3% | +3.0% | +1.3% | +3.6% |
| 3M | -11.7% | -0.9% | -10.8% | -11.8% |
| 6M | -3.2% | +24.1% | -27.3% | -7.6% |
| YTD | +5.8% | -12.3% | +18.1% | +6.8% |
| 1Y | +16.0% | -28.7% | +44.7% | +21.2% |
| 3Y | +199.8% | +73.8% | +126.0% | +147.1% |
| 5Y | +155.5% | -67.9% | +223.5% | +178.6% |
| All | +467.8% | -80.6% | +548.4% | +402.2% |
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