+77.2%
BMY vs LYFT
-82.5%
+159.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | -4.8% | -8.4% | +3.6% | -4.4% |
| 30D | -0.1% | -7.6% | +7.5% | +0.3% |
| 3M | +13.1% | +11.7% | +1.4% | +12.4% |
| 6M | +8.4% | +15.1% | -6.7% | +7.5% |
| YTD | +22.0% | -20.9% | +42.9% | +22.9% |
| 1Y | +40.3% | -16.4% | +56.7% | +40.7% |
| 3Y | +20.5% | +35.2% | -14.7% | +15.1% |
| 5Y | +23.7% | -69.4% | +93.1% | +28.6% |
| All | +77.2% | -82.5% | +159.7% | +77.6% |
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 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