-80.4%
LYFT vs TDY
+157.0%
-237.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.0% |
| 7D | -8.4% | -1.1% | -7.2% | -7.4% |
| 30D | -7.6% | -12.0% | +4.4% | +2.8% |
| 3M | +11.7% | -3.2% | +14.9% | +13.6% |
| 6M | +15.1% | -7.9% | +23.0% | +20.5% |
| YTD | -20.9% | +18.2% | -39.1% | -34.6% |
| 1Y | -16.4% | +6.7% | -23.0% | -24.4% |
| 3Y | +35.2% | +47.5% | -12.3% | -10.6% |
| 5Y | -69.4% | +39.5% | -108.9% | -79.1% |
| All | -80.4% | +157.0% | -237.4% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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