-80.4%
LYFT vs TECK
+210.6%
-291.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -8.4% | -3.8% | -4.5% | -7.1% |
| 30D | -7.6% | +0.7% | -8.3% | -8.2% |
| 3M | +11.7% | +4.6% | +7.1% | +8.2% |
| 6M | +15.1% | +25.1% | -10.0% | +1.8% |
| YTD | -20.9% | +39.2% | -60.1% | -34.0% |
| 1Y | -16.4% | +60.3% | -76.7% | -34.6% |
| 3Y | +35.2% | +62.9% | -27.7% | +1.8% |
| 5Y | -69.4% | +181.5% | -250.8% | -83.6% |
| All | -80.4% | +210.6% | -291.0% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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