-16.4%
LYFT vs TEVA
+89.1%
-105.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.7% |
| 7D | -8.4% | +2.0% | -10.4% | -8.7% |
| 30D | -7.6% | +1.0% | -8.6% | -7.8% |
| 3M | +11.7% | +7.3% | +4.4% | +10.4% |
| 6M | +15.1% | +21.7% | -6.6% | +10.3% |
| YTD | -20.9% | +18.8% | -39.7% | -23.3% |
| 1Y | -16.4% | +86.5% | -102.9% | -20.1% |
| All | -16.4% | +89.1% | -105.5% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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