+35.2%
LYFT vs GGLL
+240.6%
-205.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.1% |
| 7D | -8.4% | -0.3% | -8.1% | -8.2% |
| 30D | -7.6% | -4.0% | -3.6% | -6.6% |
| 3M | +11.7% | -15.5% | +27.3% | +15.3% |
| 6M | +15.1% | +7.6% | +7.5% | +9.4% |
| YTD | -20.9% | +2.0% | -22.9% | -23.9% |
| 1Y | -16.4% | +63.9% | -80.3% | -30.5% |
| 3Y | +35.2% | +239.7% | -204.4% | -18.2% |
| All | +35.2% | +240.6% | -205.4% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling