-53.1%
TE vs LYFT
-66.4%
+13.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.1% |
| 7D | +0.2% | -8.4% | +8.6% | +2.5% |
| 30D | -5.9% | -7.6% | +1.7% | -4.0% |
| 3M | -45.6% | +11.7% | -57.3% | -47.4% |
| 6M | -43.4% | +15.1% | -58.5% | -45.9% |
| YTD | -31.0% | -20.9% | -10.1% | -27.3% |
| 1Y | +145.2% | -16.4% | +161.6% | +152.5% |
| 3Y | -24.1% | +35.2% | -59.3% | -30.6% |
| 5Y | -48.1% | -69.4% | +21.2% | -47.9% |
| All | -53.1% | -66.4% | +13.3% | -53.4% |
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