+233.8%
TPR vs LYFT
-69.9%
+303.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.9% |
| 7D | -3.0% | -8.4% | +5.4% | -1.3% |
| 30D | -22.6% | -7.6% | -15.0% | -21.6% |
| 3M | -18.2% | +11.7% | -29.9% | -20.3% |
| 6M | -18.0% | +15.1% | -33.1% | -20.8% |
| YTD | -6.4% | -20.9% | +14.5% | -3.4% |
| 1Y | +12.3% | -16.4% | +28.7% | +13.5% |
| 3Y | +298.7% | +35.2% | +263.5% | +242.2% |
| All | +233.8% | -69.9% | +303.8% | +270.7% |
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