+59.9%
LYFT vs TLN
+574.4%
-514.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -8.4% | -1.3% | -7.0% | -8.1% |
| 30D | -7.6% | -14.3% | +6.7% | -5.0% |
| 3M | +11.7% | -9.3% | +21.0% | +12.9% |
| 6M | +15.1% | -1.1% | +16.2% | +13.2% |
| YTD | -20.9% | -16.6% | -4.3% | -19.9% |
| 1Y | -16.4% | -22.0% | +5.6% | -14.5% |
| 3Y | +35.2% | +470.2% | -435.0% | -35.8% |
| All | +59.9% | +574.4% | -514.5% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling