+40.6%
BP vs LYFT
-19.5%
+60.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | +0.2% |
| 7D | +5.2% | -8.4% | +13.6% | +4.5% |
| 30D | +8.7% | -7.6% | +16.3% | +8.1% |
| 3M | +9.3% | +11.7% | -2.4% | +10.2% |
| 6M | +13.6% | +15.1% | -1.5% | +14.6% |
| YTD | +37.7% | -20.9% | +58.6% | +36.2% |
| 1Y | +40.6% | -16.4% | +57.0% | +40.2% |
| All | +40.6% | -19.5% | +60.2% | +40.2% |
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