+32.6%
LYFT vs ACWI
+73.7%
-41.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +2.3% |
| 7D | -13.1% | -1.9% | -11.1% | -9.9% |
| 30D | -14.4% | -1.3% | -13.1% | -12.3% |
| 3M | +12.2% | +5.0% | +7.2% | +2.9% |
| 6M | +13.4% | +11.7% | +1.6% | -8.4% |
| YTD | -22.5% | +13.0% | -35.4% | -38.6% |
| 1Y | -20.8% | +19.2% | -40.0% | -43.6% |
| All | +32.6% | +73.7% | -41.1% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling