+379.0%
BX vs LYFT
-82.5%
+461.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.0% |
| 7D | -5.6% | -8.4% | +2.8% | -3.8% |
| 30D | -12.2% | -7.6% | -4.6% | -10.8% |
| 3M | +7.4% | +11.7% | -4.3% | +4.4% |
| 6M | +22.2% | +15.1% | +7.1% | +17.6% |
| YTD | -14.0% | -20.9% | +6.9% | -10.7% |
| 1Y | -27.3% | -16.4% | -10.9% | -26.3% |
| 3Y | +24.5% | +35.2% | -10.7% | +4.9% |
| 5Y | +18.9% | -69.4% | +88.2% | +26.5% |
| All | +379.0% | -82.5% | +461.5% | +331.7% |
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