+35.2%
LYFT vs BAX
-35.4%
+70.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.4% |
| 7D | -8.4% | -7.9% | -0.5% | -6.3% |
| 30D | -7.6% | -11.7% | +4.1% | -4.4% |
| 3M | +11.7% | +16.2% | -4.5% | +7.5% |
| 6M | +15.1% | +32.0% | -16.9% | +6.5% |
| YTD | -20.9% | +24.7% | -45.6% | -26.3% |
| 1Y | -16.4% | -2.6% | -13.7% | -16.8% |
| 3Y | +35.2% | -35.0% | +70.2% | +52.4% |
| All | +35.2% | -35.4% | +70.6% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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