+2,034.3%
BE vs LYFT
-82.5%
+2,116.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +5.8% |
| 7D | +9.0% | -8.4% | +17.4% | +13.0% |
| 30D | +16.3% | -7.6% | +23.9% | +19.7% |
| 3M | +10.8% | +11.7% | -0.9% | +3.5% |
| 6M | +73.2% | +15.1% | +58.1% | +58.0% |
| YTD | +217.4% | -20.9% | +238.3% | +236.2% |
| 1Y | +309.8% | -16.4% | +326.2% | +323.4% |
| 3Y | +1,726.2% | +35.2% | +1,690.9% | +1,204.3% |
| 5Y | +1,306.2% | -69.4% | +1,375.5% | +1,698.0% |
| All | +2,034.3% | -82.5% | +2,116.7% | +1,775.2% |
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