+35.2%
LYFT vs IBB
+61.1%
-25.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -8.4% | -4.2% | -4.1% | -4.8% |
| 30D | -7.6% | +1.1% | -8.7% | -8.9% |
| 3M | +11.7% | +19.0% | -7.3% | -5.4% |
| 6M | +15.1% | +18.9% | -3.8% | -3.0% |
| YTD | -20.9% | +20.3% | -41.3% | -34.3% |
| 1Y | -16.4% | +41.5% | -57.9% | -41.8% |
| 3Y | +35.2% | +60.3% | -25.1% | -17.7% |
| All | +35.2% | +61.1% | -25.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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