-70.0%
LYFT vs GD
+92.0%
-161.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -13.1% | -3.2% | -9.9% | -12.1% |
| 30D | -14.4% | -9.6% | -4.8% | -11.6% |
| 3M | +12.2% | +4.3% | +7.9% | +10.4% |
| 6M | +13.4% | +0.5% | +12.8% | +12.8% |
| YTD | -22.5% | +6.6% | -29.1% | -24.1% |
| 1Y | -20.8% | +11.6% | -32.4% | -23.6% |
| 3Y | +38.8% | +72.6% | -33.7% | +19.2% |
| 5Y | -70.0% | +95.2% | -165.1% | -77.4% |
| All | -70.0% | +92.0% | -161.9% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling