-80.4%
LYFT vs GME
+728.6%
-809.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.8% |
| 7D | -8.4% | +10.4% | -18.8% | -9.0% |
| 30D | -7.6% | +14.1% | -21.7% | -8.4% |
| 3M | +11.7% | -4.6% | +16.4% | +11.9% |
| 6M | +15.1% | -13.5% | +28.6% | +15.9% |
| YTD | -20.9% | +5.3% | -26.2% | -21.3% |
| 1Y | -16.4% | -14.9% | -1.5% | -15.8% |
| 3Y | +35.2% | +24.3% | +11.0% | +24.6% |
| 5Y | -69.4% | -55.6% | -13.8% | -71.1% |
| All | -80.4% | +728.6% | -809.0% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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