+15.1%
LYFT vs BTSG
+43.2%
-28.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +2.0% |
| 7D | -8.4% | -3.3% | -5.1% | -8.3% |
| 30D | -7.6% | -1.6% | -6.0% | -7.5% |
| 3M | +11.7% | -6.9% | +18.6% | +10.6% |
| 6M | +15.1% | +42.1% | -27.0% | +5.5% |
| All | +15.1% | +43.2% | -28.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 6mo: compounded portfolio wealth divided by compounded BTSG 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…
6mo analysis · Full analysis span regression · 6 months rolling