-47.6%
BMNR vs LYFT
-19.5%
-28.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.5% |
| 7D | +0.2% | -8.4% | +8.6% | +4.3% |
| 30D | +39.9% | -7.6% | +47.5% | +44.5% |
| 3M | +51.5% | +11.7% | +39.8% | +41.2% |
| 6M | +18.9% | +15.1% | +3.8% | +8.6% |
| YTD | -7.8% | -20.9% | +13.1% | -0.7% |
| 1Y | -47.6% | -16.4% | -31.2% | -42.7% |
| All | -47.6% | -19.5% | -28.1% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling