-80.4%
LYFT vs ZBH
-19.9%
-60.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.2% |
| 7D | -8.4% | -4.7% | -3.7% | -5.4% |
| 30D | -7.6% | -4.5% | -3.1% | -4.7% |
| 3M | +11.7% | +7.6% | +4.2% | +5.2% |
| 6M | +15.1% | +0.3% | +14.8% | +12.3% |
| YTD | -20.9% | +4.5% | -25.4% | -26.0% |
| 1Y | -16.4% | -9.4% | -7.0% | -15.3% |
| 3Y | +35.2% | -21.5% | +56.7% | +47.1% |
| 5Y | -69.4% | -28.4% | -41.0% | -64.9% |
| All | -80.4% | -19.9% | -60.6% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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