-80.4%
LYFT vs WTW
+97.4%
-177.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -8.4% | -5.7% | -2.7% | -5.2% |
| 30D | -7.6% | -7.3% | -0.3% | -3.5% |
| 3M | +11.7% | +21.5% | -9.7% | 0.0% |
| 6M | +15.1% | +9.6% | +5.5% | +8.1% |
| YTD | -20.9% | -3.3% | -17.6% | -20.8% |
| 1Y | -16.4% | -6.1% | -10.2% | -15.1% |
| 3Y | +35.2% | +61.8% | -26.6% | -8.2% |
| 5Y | -69.4% | +42.7% | -112.0% | -78.0% |
| All | -80.4% | +97.4% | -177.8% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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