+32.6%
LYFT vs GD
+73.3%
-40.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -13.1% | -3.2% | -9.9% | -12.0% |
| 30D | -14.4% | -9.6% | -4.8% | -11.1% |
| 3M | +12.2% | +4.3% | +7.9% | +9.9% |
| 6M | +13.4% | +0.5% | +12.8% | +12.7% |
| YTD | -22.5% | +6.6% | -29.1% | -24.4% |
| 1Y | -20.8% | +11.6% | -32.4% | -24.2% |
| All | +32.6% | +73.3% | -40.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling