-76.5%
LYFT vs BBIO
+136.7%
-213.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -3.2% | -5.2% | -7.8% |
| 30D | -7.6% | -13.6% | +6.0% | -4.7% |
| 3M | +11.7% | +7.2% | +4.5% | +9.4% |
| 6M | +15.1% | +1.5% | +13.6% | +13.8% |
| YTD | -20.9% | -5.3% | -15.6% | -21.3% |
| 1Y | -16.4% | +37.7% | -54.1% | -24.2% |
| 3Y | +35.2% | +153.9% | -118.7% | +2.2% |
| 5Y | -69.4% | +43.9% | -113.2% | -81.4% |
| All | -76.5% | +136.7% | -213.2% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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