-80.4%
LYFT vs BURL
+54.3%
-134.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -8.4% | -9.9% | +1.5% | -3.2% |
| 30D | -7.6% | -32.4% | +24.8% | +12.4% |
| 3M | +11.7% | -30.2% | +41.9% | +33.3% |
| 6M | +15.1% | -21.3% | +36.4% | +27.3% |
| YTD | -20.9% | -17.2% | -3.7% | -15.5% |
| 1Y | -16.4% | -14.4% | -2.0% | -13.9% |
| 3Y | +35.2% | +55.0% | -19.8% | -7.0% |
| 5Y | -69.4% | -16.8% | -52.6% | -71.6% |
| All | -80.4% | +54.3% | -134.8% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling