+256.9%
BNY vs LYFT
-69.9%
+326.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | -1.3% | -8.4% | +7.1% | -0.5% |
| 30D | -0.2% | -7.6% | +7.4% | +0.6% |
| 3M | +14.9% | +11.7% | +3.2% | +13.3% |
| 6M | +40.0% | +15.1% | +24.9% | +37.3% |
| YTD | +42.0% | -20.9% | +62.9% | +44.3% |
| 1Y | +56.9% | -16.4% | +73.2% | +57.8% |
| 3Y | +289.9% | +35.2% | +254.6% | +258.3% |
| All | +256.9% | -69.9% | +326.9% | +261.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling