-70.4%
LYFT vs BTDR
+20.7%
-91.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.7% |
| 7D | -8.4% | -3.4% | -5.0% | -8.1% |
| 30D | -7.6% | +32.6% | -40.2% | -10.2% |
| 3M | +11.7% | -32.2% | +44.0% | +14.2% |
| 6M | +15.1% | +52.4% | -37.3% | +7.8% |
| YTD | -20.9% | +6.7% | -27.6% | -24.1% |
| 1Y | -16.4% | -15.2% | -1.1% | -19.8% |
| 3Y | +35.2% | +14.9% | +20.3% | +13.4% |
| All | -70.4% | +20.7% | -91.1% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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