+12.0%
BSX vs LYFT
-82.5%
+94.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -10.1% | -8.4% | -1.7% | -9.2% |
| 30D | -16.4% | -7.6% | -8.8% | -15.7% |
| 3M | -8.9% | +11.7% | -20.6% | -10.3% |
| 6M | -38.3% | +15.1% | -53.4% | -39.6% |
| YTD | -54.9% | -20.9% | -34.0% | -54.1% |
| 1Y | -58.8% | -16.4% | -42.4% | -58.6% |
| 3Y | -21.2% | +35.2% | -56.4% | -29.5% |
| 5Y | -3.3% | -69.4% | +66.0% | +3.2% |
| All | +12.0% | -82.5% | +94.4% | -3.1% |
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