-80.4%
LYFT vs GPN
-31.1%
-49.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | -4.3% | -4.1% | -5.8% |
| 30D | -7.6% | 0.0% | -7.6% | -7.6% |
| 3M | +11.7% | +35.8% | -24.1% | -8.0% |
| 6M | +15.1% | +22.0% | -6.9% | 0.0% |
| YTD | -20.9% | +15.2% | -36.1% | -29.8% |
| 1Y | -16.4% | +3.5% | -19.9% | -21.4% |
| 3Y | +35.2% | -26.9% | +62.2% | +53.2% |
| 5Y | -69.4% | -44.2% | -25.2% | -60.2% |
| All | -80.4% | -31.1% | -49.3% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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