+31.5%
LYFT vs BURL
+53.2%
-21.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.4% | -1.9% | -6.0% |
| 7D | -14.1% | -7.0% | -7.2% | -11.8% |
| 30D | -13.7% | -35.6% | +21.9% | +0.7% |
| 3M | +7.4% | -26.3% | +33.7% | +19.2% |
| 6M | +8.3% | -20.7% | +29.0% | +15.9% |
| YTD | -23.1% | -17.2% | -5.9% | -19.4% |
| 1Y | -19.0% | -15.0% | -3.9% | -17.0% |
| All | +31.5% | +53.2% | -21.7% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling