-80.4%
LYFT vs GWW
+375.2%
-455.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | -8.4% | -3.4% | -5.0% | -6.7% |
| 30D | -7.6% | -1.9% | -5.7% | -6.8% |
| 3M | +11.7% | -2.4% | +14.1% | +12.6% |
| 6M | +15.1% | +15.7% | -0.6% | +5.0% |
| YTD | -20.9% | +27.6% | -48.5% | -32.2% |
| 1Y | -16.4% | +27.2% | -43.6% | -28.4% |
| 3Y | +35.2% | +89.7% | -54.5% | -8.3% |
| 5Y | -69.4% | +223.9% | -293.3% | -85.6% |
| All | -80.4% | +375.2% | -455.6% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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