-80.4%
LYFT vs BRO
+136.5%
-216.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -8.4% | -7.3% | -1.1% | -4.6% |
| 30D | -7.6% | -6.9% | -0.7% | -4.1% |
| 3M | +11.7% | +10.7% | +1.1% | +5.4% |
| 6M | +15.1% | -2.7% | +17.8% | +15.5% |
| YTD | -20.9% | -16.3% | -4.6% | -14.5% |
| 1Y | -16.4% | -29.1% | +12.7% | -1.3% |
| 3Y | +35.2% | -7.8% | +43.1% | +27.8% |
| 5Y | -69.4% | +18.7% | -88.1% | -77.2% |
| All | -80.4% | +136.5% | -216.9% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling