-67.1%
LYFT vs BURL
-10.8%
-56.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +3.8% |
| 7D | -0.6% | -1.6% | +0.9% | -0.1% |
| 30D | +3.0% | -7.7% | +10.8% | +6.7% |
| 3M | -0.9% | -31.7% | +30.8% | +15.7% |
| 6M | +24.1% | -15.2% | +39.3% | +30.6% |
| YTD | -12.3% | -15.9% | +3.6% | -8.2% |
| 1Y | -28.7% | -14.2% | -14.5% | -26.7% |
| 3Y | +73.8% | +93.5% | -19.7% | +13.6% |
| All | -67.1% | -10.8% | -56.3% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling