-70.4%
LYFT vs TYL
-29.1%
-41.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -8.4% | -7.5% | -0.9% | -3.3% |
| 30D | -7.6% | +6.0% | -13.6% | -11.5% |
| 3M | +11.7% | +13.9% | -2.2% | +0.3% |
| 6M | +15.1% | -3.3% | +18.4% | +15.1% |
| YTD | -20.9% | -25.8% | +4.9% | -5.0% |
| 1Y | -16.4% | -39.2% | +22.9% | +17.0% |
| 3Y | +35.2% | -13.2% | +48.4% | +29.7% |
| All | -70.4% | -29.1% | -41.4% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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