+238.4%
TDG vs LYFT
-82.5%
+320.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.8% |
| 7D | -1.9% | -8.4% | +6.5% | -0.1% |
| 30D | -7.7% | -7.6% | -0.1% | -6.3% |
| 3M | -9.3% | +11.7% | -21.1% | -12.0% |
| 6M | -9.4% | +15.1% | -24.5% | -12.9% |
| YTD | -14.3% | -20.9% | +6.7% | -11.2% |
| 1Y | -11.8% | -16.4% | +4.5% | -11.0% |
| 3Y | +52.0% | +35.2% | +16.8% | +22.8% |
| 5Y | +128.8% | -69.4% | +198.2% | +158.2% |
| All | +238.4% | -82.5% | +320.9% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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