-70.4%
LYFT vs BG
+81.8%
-152.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.2% |
| 7D | -8.4% | +3.1% | -11.5% | -8.8% |
| 30D | -7.6% | +10.2% | -17.8% | -8.9% |
| 3M | +11.7% | -1.7% | +13.4% | +11.8% |
| 6M | +15.1% | +1.0% | +14.1% | +14.4% |
| YTD | -20.9% | +39.9% | -60.8% | -26.3% |
| 1Y | -16.4% | +53.2% | -69.6% | -23.9% |
| 3Y | +35.2% | +16.3% | +18.9% | +26.5% |
| All | -70.4% | +81.8% | -152.3% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling