-70.4%
LYFT vs BNS
+94.7%
-165.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.4% |
| 3M | +11.7% | +14.1% | -2.3% | -0.9% |
| 6M | +15.1% | +33.8% | -18.7% | -11.9% |
| YTD | -20.9% | +29.5% | -50.4% | -37.5% |
| 1Y | -16.4% | +48.4% | -64.8% | -41.6% |
| 3Y | +35.2% | +129.6% | -94.4% | -37.0% |
| All | -70.4% | +94.7% | -165.1% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling