-70.4%
LYFT vs AWK
-17.6%
-52.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.3% |
| 7D | -8.4% | -2.1% | -6.2% | -7.9% |
| 30D | -7.6% | +2.1% | -9.7% | -8.0% |
| 3M | +11.7% | +11.4% | +0.4% | +9.0% |
| 6M | +15.1% | +3.9% | +11.2% | +13.7% |
| YTD | -20.9% | +7.7% | -28.6% | -22.7% |
| 1Y | -16.4% | +1.3% | -17.7% | -17.1% |
| 3Y | +35.2% | +7.2% | +28.0% | +25.1% |
| All | -70.4% | -17.6% | -52.9% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling