-11.2%
LYFT vs TXG
+336.9%
-348.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -14.0% | +9.2% | -3.0% |
| 7D | +8.7% | -28.8% | +37.5% | +13.0% |
| 30D | +13.2% | -28.0% | +41.2% | +17.3% |
| 3M | +8.3% | +22.3% | -14.1% | +1.1% |
| 6M | +26.6% | +163.8% | -137.2% | +1.6% |
| YTD | -7.9% | +256.0% | -263.9% | -30.0% |
| 1Y | -11.2% | +330.4% | -341.5% | -34.3% |
| All | -11.2% | +336.9% | -348.0% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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