-1.9%
BA vs LYFT
-69.9%
+68.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.4% |
| 7D | -0.8% | -8.4% | +7.5% | +0.6% |
| 30D | -9.0% | -7.6% | -1.4% | -7.9% |
| 3M | -5.0% | +11.7% | -16.8% | -7.1% |
| 6M | -1.7% | +15.1% | -16.8% | -4.4% |
| YTD | -3.1% | -20.9% | +17.8% | -0.3% |
| 1Y | -4.3% | -16.4% | +12.0% | -3.2% |
| 3Y | -0.3% | +35.2% | -35.5% | -12.2% |
| All | -1.9% | -69.9% | +68.0% | +17.6% |
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