+35.2%
LYFT vs BAH
-27.9%
+63.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -8.4% | +4.3% | -12.6% | -9.3% |
| 30D | -7.6% | -2.5% | -5.1% | -7.1% |
| 3M | +11.7% | -0.9% | +12.7% | +11.5% |
| 6M | +15.1% | +1.5% | +13.6% | +14.0% |
| YTD | -20.9% | -8.0% | -12.9% | -19.7% |
| 1Y | -16.4% | -24.7% | +8.4% | -12.1% |
| 3Y | +35.2% | -28.4% | +63.6% | +30.0% |
| All | +35.2% | -27.9% | +63.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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