-81.0%
LYFT vs ACWI
+154.1%
-235.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.6% | -7.2% |
| 7D | -14.1% | 0.0% | -14.1% | -14.1% |
| 30D | -13.7% | -0.6% | -13.1% | -12.8% |
| 3M | +7.4% | +4.3% | +3.2% | +0.3% |
| 6M | +8.3% | +12.7% | -4.4% | -12.2% |
| YTD | -23.1% | +13.9% | -37.0% | -38.6% |
| 1Y | -19.0% | +20.5% | -39.5% | -41.2% |
| 3Y | +37.7% | +76.5% | -38.8% | -45.3% |
| 5Y | -70.5% | +67.5% | -138.0% | -86.7% |
| All | -81.0% | +154.1% | -235.1% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling