-80.4%
LYFT vs BWA
+122.2%
-202.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.2% |
| 7D | -8.4% | -1.3% | -7.1% | -7.6% |
| 30D | -7.6% | -2.9% | -4.7% | -6.4% |
| 3M | +11.7% | -10.7% | +22.5% | +17.4% |
| 6M | +15.1% | +26.5% | -11.4% | -2.5% |
| YTD | -20.9% | +49.1% | -70.0% | -43.6% |
| 1Y | -16.4% | +52.1% | -68.4% | -41.4% |
| 3Y | +35.2% | +72.6% | -37.4% | -15.8% |
| 5Y | -69.4% | +89.4% | -158.8% | -82.9% |
| All | -80.4% | +122.2% | -202.6% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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