+35.2%
LYFT vs BNS
+130.5%
-95.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.5% |
| 7D | -8.4% | -0.4% | -8.0% | -8.0% |
| 30D | -7.6% | +3.5% | -11.1% | -10.3% |
| 3M | +11.7% | +14.1% | -2.3% | -1.2% |
| 6M | +15.1% | +33.8% | -18.7% | -13.4% |
| YTD | -20.9% | +29.5% | -50.4% | -38.3% |
| 1Y | -16.4% | +48.4% | -64.8% | -43.2% |
| 3Y | +35.2% | +129.6% | -94.4% | -45.8% |
| All | +35.2% | +130.5% | -95.3% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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