-19.6%
LYFT vs GWRE
-26.4%
+6.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -3.2% |
| 7D | +5.8% | -0.7% | +6.5% | +6.2% |
| 30D | +9.6% | -1.6% | +11.1% | +10.1% |
| 3M | +4.8% | +0.9% | +4.0% | +2.9% |
| 6M | +20.1% | +23.1% | -3.0% | +10.9% |
| YTD | -11.8% | -19.7% | +7.9% | -8.7% |
| 1Y | -19.6% | -25.0% | +5.5% | -10.5% |
| All | -19.6% | -26.4% | +6.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling