-70.0%
LYFT vs BROS
+35.1%
-105.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | -8.4% | -5.8% | -2.6% | -6.8% |
| 30D | -7.6% | -14.0% | +6.4% | -3.6% |
| 3M | +11.7% | -32.5% | +44.2% | +23.5% |
| 6M | +15.1% | -14.9% | +30.0% | +17.3% |
| YTD | -20.9% | -28.3% | +7.4% | -15.3% |
| 1Y | -16.4% | -34.0% | +17.6% | -9.1% |
| 3Y | +35.2% | +63.0% | -27.7% | +4.9% |
| All | -70.0% | +35.1% | -105.0% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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