-80.4%
LYFT vs GSK
+59.8%
-140.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | -3.5% | -4.8% | -7.1% |
| 30D | -7.6% | -3.4% | -4.2% | -6.4% |
| 3M | +11.7% | -8.1% | +19.9% | +15.2% |
| 6M | +15.1% | -11.1% | +26.2% | +19.6% |
| YTD | -20.9% | +0.7% | -21.6% | -22.4% |
| 1Y | -16.4% | +20.1% | -36.5% | -24.6% |
| 3Y | +35.2% | +46.1% | -10.9% | +6.2% |
| 5Y | -69.4% | +48.2% | -117.6% | -77.2% |
| All | -80.4% | +59.8% | -140.2% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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