-80.4%
LYFT vs BDX
+5.6%
-86.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -8.4% | -3.2% | -5.2% | -7.6% |
| 30D | -7.6% | -2.5% | -5.0% | -7.0% |
| 3M | +11.7% | +21.4% | -9.7% | +5.9% |
| 6M | +15.1% | +10.4% | +4.7% | +11.8% |
| YTD | -20.9% | +18.8% | -39.7% | -25.3% |
| 1Y | -16.4% | +21.7% | -38.1% | -21.7% |
| 3Y | +35.2% | -10.0% | +45.2% | +36.8% |
| 5Y | -69.4% | -1.8% | -67.6% | -70.1% |
| All | -80.4% | +5.6% | -86.0% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling