-80.4%
LYFT vs GDDY
+29.7%
-110.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +0.9% |
| 7D | -8.4% | -3.2% | -5.2% | -6.8% |
| 30D | -7.6% | +6.8% | -14.4% | -12.2% |
| 3M | +11.7% | +30.5% | -18.7% | -9.7% |
| 6M | +15.1% | +13.3% | +1.8% | +0.5% |
| YTD | -20.9% | -21.0% | +0.1% | -13.1% |
| 1Y | -16.4% | -34.0% | +17.6% | +3.9% |
| 3Y | +35.2% | +33.1% | +2.1% | -5.2% |
| 5Y | -69.4% | +30.3% | -99.7% | -77.8% |
| All | -80.4% | +29.7% | -110.1% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling