-16.4%
LYFT vs BG
+53.0%
-69.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +1.7% |
| 7D | -8.4% | +3.1% | -11.5% | -7.9% |
| 30D | -7.6% | +10.2% | -17.8% | -6.0% |
| 3M | +11.7% | -1.7% | +13.4% | +12.1% |
| 6M | +15.1% | +1.0% | +14.1% | +16.2% |
| YTD | -20.9% | +39.9% | -60.8% | -15.8% |
| 1Y | -16.4% | +53.2% | -69.6% | -7.2% |
| All | -16.4% | +53.0% | -69.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling