-78.7%
LYFT vs TW
+206.7%
-285.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.4% |
| 7D | -8.4% | -4.5% | -3.9% | -6.7% |
| 30D | -7.6% | -2.3% | -5.3% | -6.9% |
| 3M | +11.7% | +2.6% | +9.1% | +9.4% |
| 6M | +15.1% | -17.5% | +32.6% | +23.0% |
| YTD | -20.9% | -5.3% | -15.6% | -20.7% |
| 1Y | -16.4% | -14.8% | -1.6% | -12.3% |
| 3Y | +35.2% | +18.8% | +16.4% | +17.0% |
| 5Y | -69.4% | +20.7% | -90.1% | -74.5% |
| All | -78.7% | +206.7% | -285.4% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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