+172.2%
BAC vs LYFT
-82.5%
+254.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | 0.0% | -8.4% | +8.4% | +1.5% |
| 30D | -2.8% | -7.6% | +4.8% | -1.6% |
| 3M | +14.2% | +11.7% | +2.5% | +11.4% |
| 6M | +30.5% | +15.1% | +15.4% | +26.2% |
| YTD | +15.8% | -20.9% | +36.7% | +19.2% |
| 1Y | +26.2% | -16.4% | +42.5% | +27.4% |
| 3Y | +136.5% | +35.2% | +101.3% | +102.2% |
| 5Y | +75.9% | -69.4% | +145.3% | +89.9% |
| All | +172.2% | -82.5% | +254.6% | +141.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling