+24.5%
BX vs LYFT
+39.4%
-14.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.1% |
| 7D | -5.6% | -8.4% | +2.8% | -4.0% |
| 30D | -12.2% | -7.6% | -4.6% | -10.9% |
| 3M | +7.4% | +11.7% | -4.3% | +4.8% |
| 6M | +22.2% | +15.1% | +7.1% | +18.2% |
| YTD | -14.0% | -20.9% | +6.9% | -11.1% |
| 1Y | -27.3% | -16.4% | -10.9% | -26.5% |
| 3Y | +24.5% | +35.2% | -10.7% | +3.2% |
| All | +24.5% | +39.4% | -14.8% | +3.2% |
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 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