+1,900.7%
BE vs LYFT
-82.8%
+1,983.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | +9.7% | -13.1% | +22.8% | +16.1% |
| 30D | +22.4% | -14.4% | +36.8% | +29.7% |
| 3M | +10.4% | +12.2% | -1.8% | +2.9% |
| 6M | +67.9% | +13.4% | +54.5% | +54.1% |
| YTD | +197.5% | -22.5% | +219.9% | +217.7% |
| 1Y | +310.6% | -20.8% | +331.3% | +333.7% |
| 3Y | +1,657.2% | +38.8% | +1,618.4% | +1,137.1% |
| 5Y | +1,218.2% | -70.0% | +1,288.1% | +1,599.2% |
| All | +1,900.7% | -82.8% | +1,983.5% | +1,672.1% |
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