+36.7%
TMUS vs LYFT
+39.4%
-2.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.9% |
| 7D | +0.4% | -8.4% | +8.8% | +0.4% |
| 30D | +3.5% | -7.6% | +11.1% | +3.5% |
| 3M | -1.3% | +11.7% | -13.1% | -1.1% |
| 6M | -13.6% | +15.1% | -28.7% | -13.4% |
| YTD | -8.8% | -20.9% | +12.2% | -8.5% |
| 1Y | -22.9% | -16.4% | -6.5% | -22.7% |
| 3Y | +36.7% | +35.2% | +1.5% | +33.3% |
| All | +36.7% | +39.4% | -2.7% | +33.3% |
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