-20.3%
TLT vs LYFT
-82.5%
+62.2%
-48.4%
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 | -1.6% | -8.4% | +6.7% | -1.7% |
| 30D | -1.1% | -7.6% | +6.5% | -1.2% |
| 3M | -4.9% | +11.7% | -16.6% | -4.8% |
| 6M | -5.0% | +15.1% | -20.1% | -4.9% |
| YTD | -4.4% | -20.9% | +16.5% | -4.5% |
| 1Y | -6.4% | -16.4% | +10.0% | -6.4% |
| 3Y | -2.0% | +35.2% | -37.2% | -1.3% |
| 5Y | -35.0% | -69.4% | +34.4% | -36.4% |
| All | -20.3% | -82.5% | +62.2% | -22.4% |
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