-80.4%
LYFT vs BBWI
-1.4%
-79.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.4% | -0.4% |
| 7D | -8.4% | -4.8% | -3.6% | -6.6% |
| 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% | +13.6% |
| YTD | -20.9% | -4.7% | -16.2% | -23.0% |
| 1Y | -16.4% | -30.5% | +14.1% | -10.2% |
| 3Y | +35.2% | -44.3% | +79.5% | +50.7% |
| 5Y | -69.4% | -66.9% | -2.5% | -60.1% |
| All | -80.4% | -1.4% | -79.0% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling