+47.5%
TMUS vs LYFT
-69.9%
+117.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.9% |
| 7D | +0.4% | -8.4% | +8.8% | +0.7% |
| 30D | +3.5% | -7.6% | +11.1% | +3.7% |
| 3M | -1.3% | +11.7% | -13.1% | -1.6% |
| 6M | -13.6% | +15.1% | -28.7% | -14.0% |
| YTD | -8.8% | -20.9% | +12.2% | -8.2% |
| 1Y | -22.9% | -16.4% | -6.5% | -22.7% |
| 3Y | +36.7% | +35.2% | +1.5% | +31.6% |
| All | +47.5% | -69.9% | +117.4% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling