-80.4%
LYFT vs TSN
-4.6%
-75.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.4% |
| 7D | -8.4% | +3.0% | -11.4% | -10.0% |
| 30D | -7.6% | -4.2% | -3.4% | -5.4% |
| 3M | +11.7% | -3.9% | +15.6% | +13.8% |
| 6M | +15.1% | -9.8% | +24.9% | +19.8% |
| YTD | -20.9% | -7.3% | -13.6% | -19.2% |
| 1Y | -16.4% | -2.2% | -14.2% | -18.2% |
| 3Y | +35.2% | +11.9% | +23.3% | +13.9% |
| 5Y | -69.4% | -16.9% | -52.4% | -69.3% |
| All | -80.4% | -4.6% | -75.8% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 all: compounded portfolio wealth divided by compounded TSN 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…
all analysis · Full analysis span regression · 6 months rolling