+197.2%
TEL vs LYFT
-82.5%
+279.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.2% |
| 7D | +1.6% | -8.4% | +10.0% | +3.1% |
| 30D | -0.7% | -7.6% | +6.9% | +0.6% |
| 3M | +2.4% | +11.7% | -9.3% | 0.0% |
| 6M | +4.1% | +15.1% | -11.0% | +0.8% |
| YTD | -5.8% | -20.9% | +15.1% | -3.0% |
| 1Y | +0.9% | -16.4% | +17.3% | +2.1% |
| 3Y | +72.6% | +35.2% | +37.4% | +48.9% |
| 5Y | +57.5% | -69.4% | +126.9% | +69.2% |
| All | +197.2% | -82.5% | +279.7% | +148.9% |
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