-16.4%
LYFT vs GGLL
+64.4%
-80.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.2% |
| 7D | -8.4% | -0.3% | -8.1% | -8.3% |
| 30D | -7.6% | -4.0% | -3.6% | -6.7% |
| 3M | +11.7% | -15.5% | +27.3% | +14.4% |
| 6M | +15.1% | +7.6% | +7.5% | +9.4% |
| YTD | -20.9% | +2.0% | -22.9% | -23.7% |
| 1Y | -16.4% | +63.9% | -80.3% | -32.9% |
| All | -16.4% | +64.4% | -80.8% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling