+35.2%
LYFT vs BBY
+42.8%
-7.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +0.6% |
| 7D | -8.4% | +0.6% | -9.0% | -8.6% |
| 30D | -7.6% | +9.4% | -17.0% | -11.4% |
| 3M | +11.7% | +19.3% | -7.6% | +2.9% |
| 6M | +15.1% | +47.9% | -32.8% | -5.2% |
| YTD | -20.9% | +39.6% | -60.5% | -33.3% |
| 1Y | -16.4% | +22.2% | -38.6% | -25.2% |
| 3Y | +35.2% | +45.0% | -9.8% | -1.8% |
| All | +35.2% | +42.8% | -7.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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