-80.4%
LYFT vs TAP
-19.2%
-61.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.5% |
| 7D | -8.4% | -3.9% | -4.5% | -6.8% |
| 30D | -7.6% | -5.3% | -2.3% | -5.5% |
| 3M | +11.7% | -3.8% | +15.5% | +13.3% |
| 6M | +15.1% | -11.4% | +26.5% | +20.3% |
| YTD | -20.9% | -13.7% | -7.2% | -17.3% |
| 1Y | -16.4% | -17.2% | +0.8% | -11.5% |
| 3Y | +35.2% | -33.1% | +68.3% | +55.0% |
| 5Y | -69.4% | +0.8% | -70.2% | -72.6% |
| All | -80.4% | -19.2% | -61.2% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling