-80.4%
LYFT vs TCOM
-10.3%
-70.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | -8.4% | -4.9% | -3.5% | -6.3% |
| 30D | -7.6% | -14.4% | +6.8% | -1.3% |
| 3M | +11.7% | -17.7% | +29.4% | +20.7% |
| 6M | +15.1% | -25.1% | +40.2% | +29.2% |
| YTD | -20.9% | -45.7% | +24.8% | +0.7% |
| 1Y | -16.4% | -47.9% | +31.5% | +8.5% |
| 3Y | +35.2% | +8.9% | +26.3% | +15.9% |
| 5Y | -69.4% | +26.9% | -96.2% | -77.8% |
| All | -80.4% | -10.3% | -70.1% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling