-3.5%
LYFT vs AWK
+20.7%
-24.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.2% | +10.2% | +12.4% |
| 7D | +14.7% | +7.0% | +7.6% | +14.8% |
| 30D | +19.1% | +17.0% | +2.1% | +20.1% |
| 3M | +12.0% | +12.4% | -0.4% | +12.6% |
| 6M | +33.3% | +19.6% | +13.7% | +36.8% |
| YTD | -3.3% | +17.0% | -20.3% | -1.7% |
| 1Y | -3.5% | +20.0% | -23.5% | -0.5% |
| All | -3.5% | +20.7% | -24.2% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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