+35.2%
LYFT vs BB
+64.9%
-29.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.6% |
| 7D | -8.4% | -0.4% | -8.0% | -8.3% |
| 30D | -7.6% | -12.5% | +4.9% | -4.7% |
| 3M | +11.7% | -17.4% | +29.2% | +14.8% |
| 6M | +15.1% | +119.1% | -104.0% | -14.3% |
| YTD | -20.9% | +102.4% | -123.3% | -39.5% |
| 1Y | -16.4% | +98.2% | -114.6% | -36.2% |
| 3Y | +35.2% | +46.9% | -11.7% | -13.0% |
| All | +35.2% | +64.9% | -29.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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