-11.2%
LYFT vs ITW
+19.7%
-30.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -4.0% |
| 7D | +8.7% | +1.4% | +7.3% | +8.6% |
| 30D | +13.2% | +6.8% | +6.4% | +12.0% |
| 3M | +8.3% | -3.4% | +11.6% | +8.3% |
| 6M | +26.6% | +13.5% | +13.1% | +25.4% |
| YTD | -7.9% | +18.1% | -26.0% | -8.8% |
| 1Y | -11.2% | +19.4% | -30.6% | -11.4% |
| All | -11.2% | +19.7% | -30.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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