-54.0%
BA vs LYFT
-80.6%
+26.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.6% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -7.1% | +3.0% | -10.2% | -8.2% |
| 3M | -25.5% | -0.9% | -24.7% | -25.8% |
| 6M | -28.7% | +24.1% | -52.8% | -33.5% |
| YTD | -21.0% | -12.3% | -8.7% | -20.0% |
| 1Y | -11.9% | -28.7% | +16.8% | -5.8% |
| 3Y | -16.2% | +73.8% | -90.0% | -38.7% |
| 5Y | -22.4% | -67.9% | +45.6% | -9.3% |
| All | -54.0% | -80.6% | +26.6% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling