-80.4%
LYFT vs TKO
+142.7%
-223.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -8.4% | +2.3% | -10.7% | -9.2% |
| 30D | -7.6% | -2.5% | -5.1% | -6.8% |
| 3M | +11.7% | -10.6% | +22.3% | +16.1% |
| 6M | +15.1% | -5.1% | +20.2% | +16.2% |
| YTD | -20.9% | -8.2% | -12.7% | -19.1% |
| 1Y | -16.4% | -4.4% | -11.9% | -15.9% |
| 3Y | +35.2% | +100.4% | -65.2% | -3.5% |
| 5Y | -69.4% | +294.3% | -363.7% | -84.4% |
| All | -80.4% | +142.7% | -223.1% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling