-70.4%
LYFT vs BRO
+17.6%
-88.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -8.4% | -7.3% | -1.1% | -5.9% |
| 30D | -7.6% | -6.9% | -0.7% | -5.3% |
| 3M | +11.7% | +10.7% | +1.1% | +7.8% |
| 6M | +15.1% | -2.7% | +17.8% | +15.8% |
| YTD | -20.9% | -16.3% | -4.6% | -16.3% |
| 1Y | -16.4% | -29.1% | +12.7% | -5.7% |
| 3Y | +35.2% | -7.8% | +43.1% | +28.3% |
| All | -70.4% | +17.6% | -88.1% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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