+35.2%
LYFT vs JBL
+195.4%
-160.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.0% | +0.4% |
| 7D | -8.4% | +2.4% | -10.8% | -9.1% |
| 30D | -7.6% | -13.1% | +5.5% | -3.6% |
| 3M | +11.7% | -15.6% | +27.3% | +16.7% |
| 6M | +15.1% | +24.6% | -9.5% | +1.5% |
| YTD | -20.9% | +39.6% | -60.5% | -33.7% |
| 1Y | -16.4% | +48.6% | -65.0% | -32.4% |
| 3Y | +35.2% | +197.3% | -162.0% | -18.2% |
| All | +35.2% | +195.4% | -160.2% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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