-80.4%
LYFT vs JBL
+1,138.9%
-1,219.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.0% | -0.9% |
| 7D | -8.4% | +2.4% | -10.8% | -9.7% |
| 30D | -7.6% | -13.1% | +5.5% | -0.7% |
| 3M | +11.7% | -15.6% | +27.3% | +19.7% |
| 6M | +15.1% | +24.6% | -9.5% | -5.8% |
| YTD | -20.9% | +39.6% | -60.5% | -40.4% |
| 1Y | -16.4% | +48.6% | -65.0% | -40.5% |
| 3Y | +35.2% | +197.3% | -162.0% | -46.0% |
| 5Y | -69.4% | +413.0% | -482.4% | -92.2% |
| All | -80.4% | +1,138.9% | -1,219.3% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling