-11.2%
LYFT vs TCOM
-36.9%
+25.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.6% | -7.4% | -5.7% |
| 7D | +8.7% | +13.6% | -4.9% | +4.0% |
| 30D | +13.2% | +14.5% | -1.3% | +8.0% |
| 3M | +8.3% | -4.7% | +12.9% | +9.5% |
| 6M | +26.6% | -16.4% | +43.0% | +33.9% |
| YTD | -7.9% | -39.1% | +31.2% | +4.3% |
| 1Y | -11.2% | -37.8% | +26.7% | -1.7% |
| All | -11.2% | -36.9% | +25.7% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling