-80.4%
LYFT vs GAP
+6.6%
-87.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +0.9% |
| 7D | -8.4% | -4.1% | -4.3% | -6.8% |
| 30D | -7.6% | +6.2% | -13.8% | -10.0% |
| 3M | +11.7% | -0.7% | +12.4% | +11.3% |
| 6M | +15.1% | -7.1% | +22.2% | +15.8% |
| YTD | -20.9% | -14.1% | -6.8% | -18.7% |
| 1Y | -16.4% | -8.5% | -7.9% | -17.0% |
| 3Y | +35.2% | +115.4% | -80.1% | -15.5% |
| 5Y | -69.4% | +9.8% | -79.2% | -76.7% |
| All | -80.4% | +6.6% | -87.1% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 all: compounded portfolio wealth divided by compounded GAP 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…
all analysis · Full analysis span regression · 6 months rolling