-80.4%
LYFT vs BRKR
+41.1%
-121.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -8.4% | -8.7% | +0.3% | -5.2% |
| 30D | -7.6% | -9.9% | +2.3% | -4.2% |
| 3M | +11.7% | -3.1% | +14.8% | +9.8% |
| 6M | +15.1% | +45.5% | -30.4% | -5.7% |
| YTD | -20.9% | +13.7% | -34.6% | -29.1% |
| 1Y | -16.4% | +67.4% | -83.8% | -38.0% |
| 3Y | +35.2% | -13.2% | +48.4% | +27.5% |
| 5Y | -69.4% | -39.5% | -29.9% | -66.7% |
| All | -80.4% | +41.1% | -121.5% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling