-24.1%
TE vs LYFT
+39.4%
-63.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.4% |
| 7D | +0.2% | -8.4% | +8.6% | +4.4% |
| 30D | -5.9% | -7.6% | +1.7% | -2.5% |
| 3M | -45.6% | +11.7% | -57.3% | -49.1% |
| 6M | -43.4% | +15.1% | -58.5% | -48.4% |
| YTD | -31.0% | -20.9% | -10.1% | -24.4% |
| 1Y | +145.2% | -16.4% | +161.6% | +154.5% |
| 3Y | -24.1% | +35.2% | -59.3% | -41.8% |
| All | -24.1% | +39.4% | -63.5% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling