-70.4%
LYFT vs BBWI
-67.2%
-3.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.4% | -0.3% |
| 7D | -8.4% | -4.8% | -3.6% | -6.7% |
| 30D | -7.6% | +3.5% | -11.1% | -9.3% |
| 3M | +11.7% | -0.3% | +12.1% | +10.6% |
| 6M | +15.1% | -5.4% | +20.5% | +13.7% |
| YTD | -20.9% | -4.7% | -16.2% | -22.9% |
| 1Y | -16.4% | -30.5% | +14.1% | -9.5% |
| 3Y | +35.2% | -44.3% | +79.5% | +50.2% |
| All | -70.4% | -67.2% | -3.2% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling