-80.4%
LYFT vs BAH
+49.6%
-130.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -8.4% | +4.3% | -12.6% | -9.4% |
| 30D | -7.6% | -2.5% | -5.1% | -7.1% |
| 3M | +11.7% | -0.9% | +12.7% | +11.4% |
| 6M | +15.1% | +1.5% | +13.6% | +13.7% |
| YTD | -20.9% | -8.0% | -12.9% | -19.8% |
| 1Y | -16.4% | -24.7% | +8.4% | -11.1% |
| 3Y | +35.2% | -28.4% | +63.6% | +39.3% |
| 5Y | -69.4% | +2.8% | -72.2% | -73.3% |
| All | -80.4% | +49.6% | -130.0% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling