-19.6%
LYFT vs AJG
+15.4%
-35.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.4% |
| 7D | +5.8% | +2.0% | +3.7% | +5.2% |
| 30D | +9.6% | +24.0% | -14.5% | +3.3% |
| 3M | +4.8% | +12.2% | -7.3% | +1.5% |
| 6M | +20.1% | +43.9% | -23.8% | +10.7% |
| YTD | -11.8% | +9.8% | -21.6% | -17.7% |
| 1Y | -19.6% | +16.2% | -35.8% | -25.7% |
| All | -19.6% | +15.4% | -35.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling