-70.4%
LYFT vs TEVA
+300.5%
-371.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.4% |
| 7D | -8.4% | +2.0% | -10.4% | -8.9% |
| 30D | -7.6% | +1.0% | -8.6% | -7.9% |
| 3M | +11.7% | +7.3% | +4.4% | +9.0% |
| 6M | +15.1% | +21.7% | -6.6% | +7.8% |
| YTD | -20.9% | +18.8% | -39.7% | -25.4% |
| 1Y | -16.4% | +86.5% | -102.9% | -31.3% |
| 3Y | +35.2% | +269.4% | -234.2% | -20.3% |
| All | -70.4% | +300.5% | -371.0% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling