+136.5%
BAC vs LYFT
+39.4%
+97.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | 0.0% | -8.4% | +8.4% | +1.0% |
| 30D | -2.8% | -7.6% | +4.8% | -1.9% |
| 3M | +14.2% | +11.7% | +2.5% | +12.2% |
| 6M | +30.5% | +15.1% | +15.4% | +27.5% |
| YTD | +15.8% | -20.9% | +36.7% | +18.1% |
| 1Y | +26.2% | -16.4% | +42.5% | +27.0% |
| 3Y | +136.5% | +35.2% | +101.3% | +107.3% |
| All | +136.5% | +39.4% | +97.1% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling