-26.4%
BA vs LYFT
-68.0%
+41.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.4% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -7.1% | +3.0% | -10.2% | -7.7% |
| 3M | -25.5% | -0.9% | -24.7% | -25.7% |
| 6M | -28.7% | +24.1% | -52.8% | -31.6% |
| YTD | -21.0% | -12.3% | -8.7% | -20.3% |
| 1Y | -11.9% | -28.7% | +16.8% | -8.2% |
| 3Y | -16.2% | +73.8% | -90.0% | -29.1% |
| All | -26.4% | -68.0% | +41.5% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 5y: compounded portfolio wealth divided by compounded LYFT 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…
5y analysis · Full analysis span regression · 6 months rolling