-80.4%
LYFT vs GWRE
+46.3%
-126.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -8.4% | -13.2% | +4.9% | -1.3% |
| 30D | -7.6% | -18.6% | +11.0% | +0.5% |
| 3M | +11.7% | +18.9% | -7.2% | -3.1% |
| 6M | +15.1% | -11.0% | +26.1% | +14.1% |
| YTD | -20.9% | -29.9% | +9.0% | -11.0% |
| 1Y | -16.4% | -44.3% | +28.0% | +8.0% |
| 3Y | +35.2% | +51.7% | -16.5% | -21.3% |
| 5Y | -69.4% | +15.4% | -84.8% | -79.3% |
| All | -80.4% | +46.3% | -126.8% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling