-69.7%
LYFT vs GTLB
-50.1%
-19.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -8.4% | -5.7% | -2.7% | -6.6% |
| 30D | -7.6% | +15.1% | -22.7% | -12.2% |
| 3M | +11.7% | +65.5% | -53.7% | -6.1% |
| 6M | +15.1% | +102.9% | -87.8% | -10.9% |
| YTD | -20.9% | +25.2% | -46.1% | -28.9% |
| 1Y | -16.4% | -5.5% | -10.8% | -18.0% |
| 3Y | +35.2% | -10.9% | +46.1% | +26.7% |
| All | -69.7% | -50.1% | -19.5% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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