+21.6%
LYFT vs BTSG
+389.4%
-367.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.6% |
| 7D | -8.4% | -3.3% | -5.1% | -7.6% |
| 30D | -7.6% | -1.6% | -6.0% | -7.4% |
| 3M | +11.7% | -6.9% | +18.6% | +11.8% |
| 6M | +15.1% | +42.1% | -27.0% | -2.2% |
| YTD | -20.9% | +56.8% | -77.7% | -35.3% |
| 1Y | -16.4% | +109.8% | -126.2% | -38.6% |
| All | +21.6% | +389.4% | -367.8% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling