+223.1%
BMNR vs LYFT
-0.5%
+223.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.0% |
| 7D | +0.2% | -8.4% | +8.6% | +6.2% |
| 30D | +39.9% | -7.6% | +47.5% | +46.7% |
| 3M | +51.5% | +11.7% | +39.8% | +36.3% |
| 6M | +18.9% | +15.1% | +3.8% | +3.5% |
| YTD | -7.8% | -20.9% | +13.1% | +7.2% |
| 1Y | -47.6% | -16.4% | -31.2% | -42.5% |
| All | +223.1% | -0.5% | +223.6% | +330.6% |
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