-70.4%
LYFT vs GH
+20.8%
-91.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -8.4% | -2.5% | -5.9% | -7.7% |
| 30D | -7.6% | -4.7% | -2.9% | -6.6% |
| 3M | +11.7% | +20.2% | -8.5% | +4.8% |
| 6M | +15.1% | +78.8% | -63.7% | -5.4% |
| YTD | -20.9% | +54.1% | -75.0% | -32.4% |
| 1Y | -16.4% | +177.1% | -193.5% | -41.9% |
| 3Y | +35.2% | +371.6% | -336.4% | -29.8% |
| All | -70.4% | +20.8% | -91.2% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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