+3.2%
TJX vs LYFT
-6.2%
+9.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +12.4% | -7.2% | +4.4% |
| 7D | +4.6% | +14.7% | -10.1% | +3.7% |
| 30D | +7.7% | +19.1% | -11.4% | +6.7% |
| 3M | -7.8% | +12.0% | -19.8% | -8.5% |
| 6M | -5.8% | +33.3% | -39.1% | -6.9% |
| YTD | -4.9% | -3.3% | -1.6% | -5.9% |
| 1Y | +3.2% | -3.5% | +6.7% | +2.1% |
| All | +3.2% | -6.2% | +9.4% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling