+35.2%
LYFT vs BDX
-10.0%
+45.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -8.4% | -3.2% | -5.2% | -7.8% |
| 30D | -7.6% | -2.5% | -5.0% | -7.1% |
| 3M | +11.7% | +21.4% | -9.7% | +8.0% |
| 6M | +15.1% | +10.4% | +4.7% | +12.9% |
| YTD | -20.9% | +18.8% | -39.7% | -24.0% |
| 1Y | -16.4% | +21.7% | -38.1% | -20.2% |
| 3Y | +35.2% | -10.0% | +45.2% | +37.2% |
| All | +35.2% | -10.0% | +45.2% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling