+543.5%
GS vs LYFT
-80.9%
+624.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.7% |
| 7D | +0.9% | -5.5% | +6.5% | +1.9% |
| 30D | -1.6% | +1.5% | -3.0% | -2.0% |
| 3M | -4.5% | +18.4% | -22.9% | -7.7% |
| 6M | +20.9% | +20.8% | +0.1% | +16.0% |
| YTD | +19.9% | -13.7% | +33.6% | +21.7% |
| 1Y | +41.4% | -0.4% | +41.8% | +38.6% |
| 3Y | +239.2% | +35.5% | +203.7% | +193.0% |
| 5Y | +185.0% | -65.3% | +250.4% | +202.3% |
| All | +543.5% | -80.9% | +624.3% | +472.3% |
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