-80.4%
LYFT vs GH
+110.9%
-191.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -8.4% | -2.5% | -5.9% | -7.8% |
| 30D | -7.6% | -4.7% | -2.9% | -6.6% |
| 3M | +11.7% | +20.2% | -8.5% | +5.0% |
| 6M | +15.1% | +78.8% | -63.7% | -5.0% |
| YTD | -20.9% | +54.1% | -75.0% | -32.1% |
| 1Y | -16.4% | +177.1% | -193.5% | -41.3% |
| 3Y | +35.2% | +371.6% | -336.4% | -27.8% |
| 5Y | -69.4% | +21.9% | -91.3% | -78.5% |
| All | -80.4% | +110.9% | -191.3% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling