-70.4%
LYFT vs BR
+8.0%
-78.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -8.4% | -3.0% | -5.4% | -6.3% |
| 30D | -7.6% | -0.3% | -7.3% | -7.5% |
| 3M | +11.7% | +17.3% | -5.6% | -1.5% |
| 6M | +15.1% | -6.7% | +21.8% | +20.3% |
| YTD | -20.9% | -23.4% | +2.5% | -4.6% |
| 1Y | -16.4% | -32.7% | +16.3% | +12.0% |
| 3Y | +35.2% | -5.9% | +41.1% | +34.8% |
| All | -70.4% | +8.0% | -78.5% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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