-80.4%
LYFT vs BLDR
+354.3%
-434.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.9% |
| 7D | -8.4% | -8.2% | -0.1% | -4.8% |
| 30D | -7.6% | -16.6% | +9.0% | -0.1% |
| 3M | +11.7% | -23.2% | +34.9% | +23.8% |
| 6M | +15.1% | -33.7% | +48.8% | +34.2% |
| YTD | -20.9% | -41.3% | +20.4% | -3.8% |
| 1Y | -16.4% | -58.8% | +42.4% | +18.5% |
| 3Y | +35.2% | -57.5% | +92.7% | +76.4% |
| 5Y | -69.4% | +12.9% | -82.3% | -77.1% |
| All | -80.4% | +354.3% | -434.7% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 all: compounded portfolio wealth divided by compounded BLDR 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…
all analysis · Full analysis span regression · 6 months rolling