-80.4%
LYFT vs AJG
+240.2%
-320.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.7% |
| 7D | -8.4% | -8.3% | -0.1% | -4.0% |
| 30D | -7.6% | -5.7% | -1.9% | -4.6% |
| 3M | +11.7% | +9.1% | +2.7% | +5.9% |
| 6M | +15.1% | +15.2% | -0.1% | +5.1% |
| YTD | -20.9% | -6.3% | -14.6% | -19.5% |
| 1Y | -16.4% | -19.1% | +2.7% | -8.0% |
| 3Y | +35.2% | +8.2% | +27.0% | +15.4% |
| 5Y | -69.4% | +75.6% | -145.0% | -83.4% |
| All | -80.4% | +240.2% | -320.6% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling