-80.4%
LYFT vs ACWI
+154.3%
-234.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.5% |
| 7D | -8.4% | -1.0% | -7.4% | -6.7% |
| 30D | -7.6% | -0.9% | -6.7% | -6.2% |
| 3M | +11.7% | +3.5% | +8.2% | +5.6% |
| 6M | +15.1% | +12.8% | +2.3% | -6.9% |
| YTD | -20.9% | +14.0% | -34.9% | -37.0% |
| 1Y | -16.4% | +19.2% | -35.5% | -38.0% |
| 3Y | +35.2% | +75.1% | -39.9% | -45.6% |
| 5Y | -69.4% | +68.6% | -138.0% | -86.4% |
| All | -80.4% | +154.3% | -234.7% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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