+340.1%
TPR vs LYFT
-82.5%
+422.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.7% |
| 7D | -3.0% | -8.4% | +5.4% | -0.8% |
| 30D | -22.6% | -7.6% | -15.0% | -21.2% |
| 3M | -18.2% | +11.7% | -29.9% | -21.1% |
| 6M | -18.0% | +15.1% | -33.1% | -21.9% |
| YTD | -6.4% | -20.9% | +14.5% | -2.4% |
| 1Y | +12.3% | -16.4% | +28.7% | +13.8% |
| 3Y | +298.7% | +35.2% | +263.5% | +218.6% |
| 5Y | +232.5% | -69.4% | +301.9% | +276.8% |
| All | +340.1% | -82.5% | +422.5% | +326.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling