+127.2%
TMO vs LYFT
-82.5%
+209.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | -0.6% | -8.4% | +7.7% | 0.0% |
| 30D | +1.1% | -7.6% | +8.7% | +1.7% |
| 3M | +28.3% | +11.7% | +16.6% | +26.9% |
| 6M | +23.3% | +15.1% | +8.2% | +21.5% |
| YTD | +5.5% | -20.9% | +26.4% | +6.9% |
| 1Y | +24.5% | -16.4% | +40.9% | +25.0% |
| 3Y | +19.6% | +35.2% | -15.6% | +11.9% |
| 5Y | +8.1% | -69.4% | +77.5% | +6.9% |
| All | +127.2% | -82.5% | +209.6% | +117.8% |
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