-35.4%
TLT vs LYFT
-69.9%
+34.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | -1.6% | -8.4% | +6.7% | -1.5% |
| 30D | -1.1% | -7.6% | +6.5% | -1.1% |
| 3M | -4.9% | +11.7% | -16.6% | -5.0% |
| 6M | -5.0% | +15.1% | -20.1% | -5.2% |
| YTD | -4.4% | -20.9% | +16.5% | -4.2% |
| 1Y | -6.4% | -16.4% | +10.0% | -6.4% |
| 3Y | -2.0% | +35.2% | -37.2% | -2.6% |
| All | -35.4% | -69.9% | +34.5% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling