-80.4%
LYFT vs TENB
-7.1%
-73.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.0% | +8.0% | +4.4% |
| 7D | -8.4% | -12.1% | +3.7% | -3.7% |
| 30D | -7.6% | -18.6% | +11.0% | -0.9% |
| 3M | +11.7% | +12.1% | -0.3% | +2.8% |
| 6M | +15.1% | +46.8% | -31.7% | -7.5% |
| YTD | -20.9% | +28.0% | -48.9% | -33.2% |
| 1Y | -16.4% | -1.4% | -15.0% | -20.8% |
| 3Y | +35.2% | -33.9% | +69.2% | +48.2% |
| 5Y | -69.4% | -34.6% | -34.7% | -68.5% |
| All | -80.4% | -7.1% | -73.3% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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