-70.4%
LYFT vs TXG
-62.8%
-7.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +0.9% |
| 7D | -8.4% | +9.5% | -17.9% | -11.2% |
| 30D | -7.6% | +18.8% | -26.4% | -13.3% |
| 3M | +11.7% | +136.1% | -124.4% | -18.4% |
| 6M | +15.1% | +235.2% | -220.1% | -27.4% |
| YTD | -20.9% | +320.5% | -341.4% | -54.5% |
| 1Y | -16.4% | +425.2% | -441.6% | -56.9% |
| 3Y | +35.2% | +42.9% | -7.7% | +5.6% |
| All | -70.4% | -62.8% | -7.7% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling