+20.1%
TMO vs LYFT
+38.6%
-18.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.3% |
| 7D | 0.0% | -4.9% | +4.9% | +0.4% |
| 30D | +4.3% | -9.0% | +13.3% | +5.1% |
| 3M | +30.9% | +17.4% | +13.4% | +28.7% |
| 6M | +32.3% | +21.7% | +10.6% | +29.6% |
| YTD | +6.1% | -17.9% | +24.0% | +7.1% |
| 1Y | +28.4% | -14.6% | +43.1% | +28.4% |
| 3Y | +20.1% | +40.2% | -20.1% | +8.1% |
| All | +20.1% | +38.6% | -18.6% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling