-80.4%
LYFT vs TXT
+61.9%
-142.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +0.5% |
| 7D | -8.4% | +2.5% | -10.8% | -9.8% |
| 30D | -7.6% | -8.9% | +1.3% | -2.0% |
| 3M | +11.7% | -13.6% | +25.3% | +21.5% |
| 6M | +15.1% | -13.1% | +28.2% | +23.4% |
| YTD | -20.9% | -7.0% | -13.9% | -19.7% |
| 1Y | -16.4% | -1.4% | -15.0% | -18.8% |
| 3Y | +35.2% | +7.0% | +28.3% | +22.7% |
| 5Y | -69.4% | +15.4% | -84.8% | -74.0% |
| All | -80.4% | +61.9% | -142.4% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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