-81.0%
LYFT vs TYL
+67.1%
-148.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -7.3% |
| 7D | -14.1% | -8.6% | -5.5% | -8.9% |
| 30D | -13.7% | +7.5% | -21.2% | -17.8% |
| 3M | +7.4% | +10.9% | -3.5% | -1.1% |
| 6M | +8.3% | -6.7% | +15.0% | +11.0% |
| YTD | -23.1% | -24.5% | +1.4% | -10.1% |
| 1Y | -19.0% | -38.6% | +19.7% | +8.9% |
| 3Y | +37.7% | -12.6% | +50.3% | +36.6% |
| 5Y | -70.5% | -28.2% | -42.3% | -67.2% |
| All | -81.0% | +67.1% | -148.1% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling