+35.2%
LYFT vs GRMN
+190.9%
-155.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.3% | +0.4% |
| 7D | -8.4% | +2.4% | -10.8% | -9.2% |
| 30D | -7.6% | -8.5% | +0.9% | -4.5% |
| 3M | +11.7% | +19.5% | -7.7% | +3.5% |
| 6M | +15.1% | +21.2% | -6.1% | +5.6% |
| YTD | -20.9% | +41.0% | -62.0% | -31.8% |
| 1Y | -16.4% | +19.6% | -36.0% | -23.5% |
| 3Y | +35.2% | +183.8% | -148.6% | -13.6% |
| All | +35.2% | +190.9% | -155.7% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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