-80.8%
LYFT vs IBB
+86.9%
-167.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +2.2% |
| 7D | -13.1% | -5.2% | -7.9% | -8.1% |
| 30D | -14.4% | +1.5% | -15.8% | -16.1% |
| 3M | +12.2% | +22.1% | -10.0% | -9.5% |
| 6M | +13.4% | +17.7% | -4.4% | -5.8% |
| YTD | -22.5% | +20.2% | -42.6% | -37.1% |
| 1Y | -20.8% | +44.4% | -65.2% | -47.7% |
| 3Y | +38.8% | +61.1% | -22.3% | -18.4% |
| 5Y | -70.0% | +18.5% | -88.5% | -76.2% |
| All | -80.8% | +86.9% | -167.7% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling