-80.4%
LYFT vs GRMN
+288.5%
-369.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.3% | -0.6% |
| 7D | -8.4% | +2.4% | -10.8% | -9.7% |
| 30D | -7.6% | -8.5% | +0.9% | -2.6% |
| 3M | +11.7% | +19.5% | -7.7% | -1.4% |
| 6M | +15.1% | +21.2% | -6.1% | -0.1% |
| YTD | -20.9% | +41.0% | -62.0% | -38.0% |
| 1Y | -16.4% | +19.6% | -36.0% | -27.8% |
| 3Y | +35.2% | +183.8% | -148.6% | -43.9% |
| 5Y | -69.4% | +83.0% | -152.4% | -82.6% |
| All | -80.4% | +288.5% | -369.0% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling