+139.2%
TGT vs LYFT
-82.5%
+221.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -5.2% | -8.4% | +3.1% | -4.4% |
| 30D | +1.2% | -7.6% | +8.8% | +2.0% |
| 3M | +18.4% | +11.7% | +6.6% | +16.8% |
| 6M | +33.4% | +15.1% | +18.3% | +31.0% |
| YTD | +63.8% | -20.9% | +84.7% | +66.6% |
| 1Y | +77.2% | -16.4% | +93.5% | +78.2% |
| 3Y | +41.8% | +35.2% | +6.6% | +30.0% |
| 5Y | -25.5% | -69.4% | +43.8% | -26.5% |
| All | +139.2% | -82.5% | +221.6% | +128.9% |
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