-22.9%
TMUS vs LYFT
-19.5%
-3.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +3.0% |
| 7D | +0.4% | -8.4% | +8.8% | +0.1% |
| 30D | +3.5% | -7.6% | +11.1% | +3.2% |
| 3M | -1.3% | +11.7% | -13.1% | +0.2% |
| 6M | -13.6% | +15.1% | -28.7% | -11.8% |
| YTD | -8.8% | -20.9% | +12.2% | -8.4% |
| 1Y | -22.9% | -16.4% | -6.5% | -22.1% |
| All | -22.9% | -19.5% | -3.3% | -22.1% |
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