-0.4%
LYFT vs TLN
-17.2%
+16.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -7.0% | -3.8% |
| 7D | -5.5% | +7.1% | -12.6% | -6.5% |
| 30D | +1.5% | -3.9% | +5.3% | +1.9% |
| 3M | +18.4% | -16.2% | +34.6% | +20.7% |
| 6M | +20.8% | -5.8% | +26.6% | +19.8% |
| YTD | -13.7% | -15.4% | +1.7% | -13.0% |
| 1Y | -0.4% | -16.7% | +16.3% | +4.0% |
| All | -0.4% | -17.2% | +16.8% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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