-16.4%
LYFT vs AJG
-17.2%
+0.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | -8.4% | -8.3% | -0.1% | -7.5% |
| 30D | -7.6% | -5.7% | -1.9% | -6.8% |
| 3M | +11.7% | +9.1% | +2.7% | +11.8% |
| 6M | +15.1% | +15.2% | -0.1% | +15.1% |
| YTD | -20.9% | -6.3% | -14.6% | -24.3% |
| 1Y | -16.4% | -19.1% | +2.7% | -20.6% |
| All | -16.4% | -17.2% | +0.8% | -20.6% |
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